What is the $R^2$ value given in the summary of a coxph model in R? For example,
Rsquare= 0.186 (max possible= 0.991 )
I foolishly included it a manuscript as an $R^2$ value and the reviewer jumped on it saying he wasn't aware of an analogue of the $R^2$ statistic from the classic linear regression being developed for the Cox model and if there was one please provide a reference. Any help would be great!