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I'm trying to figure a way of properly displaying the difference\resemblance between various regression values on the same data set, using cox ph, weibull regression and log-normal regression.

Weibull and log normal are similar in their result (predicted values) but cox ph returns the survival function, so I'm not sure how to compare them.

What would be a proper graph\visualization method for this?

Thanks!

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  • $\begingroup$ The obvious thing to do would be to draw estimated survival functions for each model. $\endgroup$ – Glen_b Feb 15 '14 at 0:00
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You can try R's visreg package, as described in this paper "Visualization of Regression Models Using visreg". The package interface is consistent for visualizing linear models, generalized linear models, proportional hazards models, generalized additive models, robust regression models and more. Page 12 has an example of visualizing Cox's proportional hazards model.

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