variance explained in a cox ph model

Hi All,

I have a left truncated, right censored cox model:


coxph(Surv(start, stop, censor) ~ x + y, mydata)


I would like to know how much of the observed variance (as a number between 0 and 1) is explained by each variable. How could I do that?

Adding terms sequentially and then using anova(mod1, mod2) tells me whether I get a significant improvement of the fit, but does not tell me how much variance I actually explain? 

BW

Federico


--
Federico C. F. Calboli
Neuroepidemiology and Ageing Research
Imperial College, St. Mary's Campus
Norfolk Place, London W2 1PG

Tel +44 (0)20 75941602   Fax +44 (0)20 75943193

f.calboli [.a.t] imperial.ac.uk
f.calboli [.a.t] gmail.com