This post is about the offset procedure of the Cox model after shrinkage of the coefficients, followed by recalibration of the baseline hazard function. This seems straightforward to apply like with the logistic regression model but some caveats remain. These will be unraveled here.
This post is about the internal and external validation of Cox regression models and how to adjust the baseline hazard function.
This blog shows how to externally validate a Cox regression prognostic model according to all steps in the paper of Royston & Altman. R code available.
With the function psfmi_perform of the psfmi package it is possible to combine Cross-validation with Multiple Imputation for internal validation.
External validation means that the performance of a prediction model is studied in a new (external) patient dataset that is not used to develop the model. It is important to use the correct predicted probabilities to evaluate if the external validation of the model is successful!
With the psfmi_stab function of the psfmi package it is possible to do important stability analyses of the models and predictors selected during backward selection after multiple imputation.