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Fit Parametric Survival - Auto-correlation Metric

Hello,

 

Is there a suitable metric that can be added for measuring auto-correlation of independent variables for Fit Parametric Survival, analogous to VIF for Fit Model? I know that VIF is based on linear regression (i.e., R^2) so may not directly be applicable for Fit Parametric Survival. However, is there a different way to measure auto-correlation among the independent variables used in Fit Parametric Survival?

 

Regards

Mehul Shroff

3 Comments
Status changed to: Acknowledged

Hi @MShroff, thank you for your suggestion! We have captured your request and will take it under consideration.

mia_stephens
Staff
Status changed to: Investigating
 
mia_stephens
Staff
Status changed to: Not Planned For Now

Hi @MShroff , changing the status to not planned for now, but we will revisit if there is additional interest. Thank you!