Problem with understanding output of Cox model
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