Desktop Survival Guide
by Graham Williams

Apply to New Data

With an optional new dataset argument the predicted values for entities not in the original dataset can be obtained.

How does the mean thing apply to newdata:

> smpl <- sample(nrow(lung), 0.5*nrow(lung))
> l.coxph.smpl <- coxph(Surv(time, status) ~ age, data=lung[smpl,], method="breslow")
> sum(predict(l.coxph.smpl, newdata=lung[-smpl,], type="lp"))

[1] -1.170568

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