I am interested Andrea is whether you ever established why your R2 was 1. I have had a similar situation previously.
My main issue though, which I'd be v grateful for advice on, is why I am obtaining such negative values -0.3 for Somers Dxy using validate.cph from the Design package given my value of Nagelkerke R2 is not so low 13.2%. I have this output when fitting 6 variables all with p-values<0.01 I am wondering what the interpretation should be. I know my Nagelkerke R2 isn't very good but I compare my results with the example from ?validate.cph and although I have a better R2 (13% v 9%) the Somers dxy from the example data set is much better, 38%, so certainly not negative ! So my main question is : Why such a difference between explained variation, R2, and predictive ability: somers dxy ?? Obs Events Model L.R. d.f. P Score Score P R2 471 228 66.36 6 0 73.41 0 0.132 .... > validate(f, B=150,dxy=T) # normally B=150 index.orig training test optimism index.corrected n Dxy -0.3022537331 -0.3135032097 -0.292492573 -0.021010636 -0.2812430968 150 R2 0.1319445685 0.1431179294 0.122599605 0.020518324 0.1114262446 150 Slope 1.0000000000 1.0000000000 0.923340558 0.076659442 0.9233405576 150 D 0.0250864459 0.0276820092 0.023163167 0.004518842 0.0205676038 150 U -0.0007676033 -0.0007725071 0.000610456 -0.001382963 0.0006153598 150 Q 0.0258540493 0.0284545164 0.022552711 0.005901805 0.0199522440 150 I also calculated the Schemper and Henderson V measure and obtained v=10.5% I was using the surev package of Lusa Lara; Miceli Rosalba; Mariani LuigiEstimation of predictive accuracy in survival analysis using R and S-PLUS.<http://www.biomedexperts.com/Abstract.bme/17601627/Estimation_of_predictive_accuracy_in_survival_analysis_using_R_and_S-PLUS> Computer methods and programs in biomedicine 2007;87(2):132-7. And my code was library(surev) pred.accuracy<-f.surev(f) pred.accuracy sorry if my question isn't clear - should I have included my sessionInfo for a methodological question ? (I'm a newbie) many thanks for any advice [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.