Cox Regression Save New Variables

You can save various results of your analysis as new variables. These variables can then be used in subsequent analyses to test hypotheses or to check assumptions.

Save Model Variables

Allows you to save the survival function and its standard error, log-minus-log estimates, hazard function, partial residuals, DfBeta(s) for the regression, and the linear predictor X*Beta as new variables.

Survival function

The value of the cumulative survival function for a given time. It equals the probability of survival to that time period.

Standard error of survival function

Standard error of the cumulative survival estimate.

Log minus log survival function

The cumulative survival estimate after the ln(-ln) transformation is applied to the estimate.

Hazard function

Saves the cumulative hazard function estimate (also called the Cox-Snell residual).

Partial residuals

You can plot partial residuals against survival time to test the proportional hazards assumption. One variable is saved for each covariate in the final model. Parital residuals are available only for models containing at least one covariate.

DfBeta(s)

Estimated change in a coefficient if a case is removed. One variable is saved for each covariate in the final model. DfBetas are only available for models containing at least one covariate.

X*Beta

Linear predictor score. The sum of the product of mean-centered covariate values and their corresponding parameter estimates for each case.

Note: Only the DfBeta(s) are saved if you are running Cox with a time-dependent covariate.

Export Model Information to XML File

Parameter estimates are exported to the specified file in XML format. You can use this model file to apply the model information to other data files for scoring purposes. See the topic Scoring Wizard for more information.