Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening

Explained variation under the additive hazards model

We study explained variation under the additive hazards regression model for right-censored data. We consider different approaches for developing such a measure, and focus on one that estimates the proportion of variation in the failure time explained by the covariates. We study the properties of the measure both analytically, and through extensive simulations. We apply the measure to a well-known survival dataset as well as the linked surveillance, epidemiology, and end results-Medicare database for prediction of mortality in early stage prostate cancer patients using high-dimensional claims codes.