Comparison of Cox models

Question

I am new to statistics and SPSS v 20. I am doing survival analysis - KM and Cox regression with SPSS. I am trying to make Cox models with different variables - clinical, genetic etc. I am interested to know how well each of these models are able to predict the occurrence of metastases. My questions are:

1. Is it possible to do this with SPSS?
2. Is there a way to save the model predicted outcome while doing Cox regression? I saw that when I do multinomial logistic regression in SPSS, I can save the predicted category and compare it with the actual category. I don't have that option in Cox.
3. Is it possible to make ROC curves for different Cox models and then compare the area under the curve for different models?

I am not sure I am going about this the right way.

Answer 1

1. Yes it is possible! please see this: http://www.youtube.com/watch?v=wTLsw-Ckfvw
2. Yes from the menu or from the syntax you can save these. Depending on you programming skills R might be more versatile for this...(maybe I'm biased)
3. Yes, please look in survival analysis from SPSS documentation.