Hi David, Thank you for the quick reply!
resid(fit) only gives the residuals on the training data not on test data. ...Tao ----- Original Message ---- > From: David Winsemius <dwinsem...@comcast.net> > To: "Shi, Tao" <shida...@yahoo.com> > Cc: r-help@r-project.org; dieter.me...@menne-biomed.de; r_ting...@hotmail.com > Sent: Fri, November 19, 2010 9:50:06 AM > Subject: Re: [R] calculating martingale residual on new data using >"predict.coxph" > > > On Nov 19, 2010, at 12:32 PM, Shi, Tao wrote: > > > Hi list, > > > > I was trying to use "predict.coxph" to calculate martingale residuals on a >test > > data, however, as pointed out before > > What about resid(fit) ? It's my reading of Therneau & Gramsch [and of >help(coxph.object) ] that they consider those martingale residuals. > > > > > http://tolstoy.newcastle.edu.au/R/e4/help/08/06/13508.html > > > > predict(mycox1, newdata, type="expected") is not implemented yet. Dieter > > suggested to use 'cph' and 'predict.Design', but from my reading so far, > > I'm >not > > sure they can do that. > > > > Do you other ways to calculate martingale residuals on a new data? > > > > Thank you very much! > > > > ...Tao > > > David Winsemius, MD > West Hartford, CT > > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.