turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- JMP User Community
- :
- Discussions
- :
- Validating a general regression cox model with an ...

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Dec 6, 2016 5:18 PM
(413 views)

Is this possible? Even if I put in a validation column in fit model to split the data, all I get for validation options are AICc & BIC.

*EDIT* I found an example of what I mean.

```
dt = Open("$SAMPLE_DATA\VA Lung Cancer.jmp");
dt << Fit Model(
Censor( :censor ),
Censor Code( "1" ),
Y( :Time ),
Effects( :Cell Type, :Treatment, :Prior, :Age, :Diag Time, :KPS ),
No Intercept,
Personality( "Generalized Regression" ),
Generalized Distribution( "Cox Proportional Hazards" ),
Run(
Fit( Estimation Method( Maximum Likelihood ), Validation Method( None ) ),
Fit(
Estimation Method( Lasso( Adaptive ) ),
Validation Method( AICc ),
Set Solution ID( 143 ),
Parameter Estimates for Centered and Scaled Predictors( 1 )
)
),
SendToReport(
Dispatch(
{"Adaptive Lasso with AICc Validation", "Solution Path"},
"Fit Generalized Solution Path",
FrameBox,
{DispatchSeg( Line Seg( 4 ), {Line Width( 3 )} )}
)
)
);
```

I actually did make a validation column here and here was the fit model dialog. It's weird that's it's not transferring the validation column to the script (the script was made mostly by JMP).

4 REPLIES

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Dec 7, 2016 1:03 PM
(384 views)

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Dec 7, 2016 1:15 PM
(380 views)

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Dec 8, 2016 6:25 AM
(349 views)

The Validation Column method is not available for the Cox Proportional Hazards model in Generalized Regression, as noted here:

http://www.jmp.com/support/help/13/Model_Launch_Co

- Uses the column specified in the Fit Model window as having the Validation role. The final solution is the one that minimizes the negative log-likelihood for the validation set.
*This option is not available when the specified Distribution is Quantile Regression or Cox Proportional Hazards.*

Michael Crotty

Sr Statistical Writer

JMP Development

Sr Statistical Writer

JMP Development

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Get Direct Link
- Email to a Friend
- Report Inappropriate Content

Dec 8, 2016 9:49 AM
(346 views)

Sad Face. :(

So is there just no way to validate because the betas are actually calculating hazards and not responses?

I've seen stuff about calculating a concordance index for cox models, but I'm still trying parse the papers on it.

Would that be a route to take?