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Activity Number: 660
Type: Invited
Date/Time: Thursday, August 8, 2013 : 10:30 AM to 12:20 PM
Sponsor: Biometrics Section
Abstract - #307002
Title: Explained Variation in Nonlinear Models with Applications to Survival Analysis
Author(s): Gang Li and Xiaoyan Wang*+
Companies: UCLA and University of California at Los Angeles
Keywords: coefficient of determination ; right censored data ; cox's model ; predictive power
Abstract:

The R-squared statistic, or coefficient of determination, is commonly used in linear regression analysis to measure the predictive power of explanatory variables for a response variable. Despite its popularity, a direct equivalent measure is not available for nonlinear regression models. We introduce a general measure of explained variation for nonlinear models and discuss its application to regression models with right censored survival data. Both theoretical and finite-sample properties are investigated. The method is illustrated using an ovarian cancer data.


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