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Using SAS to calculate the Kent and O'Quigley measure of dependence for Cox proportional hazards regression model.

机译:使用SAS计算Cox比例风险回归模型的Kent和O'Quigley依赖性度量。

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摘要

Kent and O'Quigley (1988) apply the concept of information gain to define a measure of dependence (R-squared measure) between explanatory variables and a censored response variable within the framework of the Cox model. Two SAS macros to calculate this measure are presented. The first one is based on a Newton-Raphson search and makes use of the SAS IML procedure. The second one is a simple grid search using SAS DATA steps and Base-SAS procedures.
机译:肯特和奥奎格利(Kent and O'Quigley,1988)应用信息增益的概念来定义在Cox模型框架内解释变量和审查响应变量之间的依存性度量(R平方度量)。给出了两个SAS宏来计算此度量。第一个基于Newton-Raphson搜索并利用SAS IML过程。第二个是使用SAS DATA步骤和Base-SAS过程的简单网格搜索。

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