Validation of survival data / models


New Member

I'm currently analysing a couple of survival data with parametric survival analysis (AFT and PH) in STATA 12. I'm investigating different parameters and different distribution function. To chose the best available model I'm using an information criterion such as AIC or BIC. So far so good. Now I want to validate these models or rather the choice (--> goodness-of-fit vs. prediction error/forcasting quality).

I was thinking about splitting the data. on one data set I create the model and test it on the other one. But I don't know how I could do this or rather what to compare exactly... Do you have ideas how I could set this up or any other ideas???

thanks for your help
best regards
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