Does the concordance index in the R Survival package test the model on the training data?

07 July 2019 1 3K Report

I was reading about using the multivariate cox proportional hazards model at this website: http://www.sthda.com/english/wiki/cox-proportional-hazards-model, which uses the Survival package for cox regression. The summary of a cox regression object outputs a bunch of information about the model, including a concordance index.

Is all of the data used to train the cox regression model? If so, is the concordance index found on that same training data? Does this cause overfitting?

Yishu Xue

Yes the entire dataset is used in model fitting as there is nothing to be tuned unless you are doing penalized Cox regression and need to tune the penalty.

For concordance index, check this out: https://cran.r-project.org/web/packages/survival/vignettes/concordance.pdf

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