Re: [R] Problem with understanding output of Cox model

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Wed 14 Dec 2005 - 01:45:50 EST

On Tue, 13 Dec 2005, May, Roel wrote:

> Hi all,
>
> I am using a 'tricked' Cox Hazard regression model for discrete choice
> habitat modelling.
> However, I'm having a hard time understanding the meaning of the first
> line the following part of the summary() output:
>
> Rsquare= 0.307 (max possible= 0.475 )
> Likelihood ratio test= 91.8 on 12 df, p=2.23e-14
> Wald test = 26.3 on 12 df, p=0.00977
> Score (logrank) test = 58.6 on 12 df, p=4.03e-08
>
> Does anyone know how I can read the 'max possible' R-square? What does
> it signify?

It doesn't signify anything very useful. It is the proportional reduction in deviance.

         -thomas



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