Model Fit Statistics

Suppose the model contains estimable parameters. Then the following two criteria are displayed for model fit statistics:

  • 2 log likelihood:

         

    where is a partial pseudo-likelihood function for the corresponding TIES= option as described in the section Partial Likelihood Function for the Cox Model, and is the maximum pseudo-log-likelihood estimate of the proportional hazards regression coefficients.

  • Akaike’s information criterion (AIC):

         

The AIC statistics gives a different way of adjusting the 2 log likelihood statistic for the number of estimable parameters in the model.