Suppose the model contains p estimable parameters. Then the following two criteria are displayed for model fit statistics:
–2 log likelihood:
where is a partial pseudo-likelihood function for the corresponding TIES= option as described in the section Partial Likelihood Function for the Cox Model, and is the maximum pseudo-log-likelihood estimate of the proportional hazards regression coefficients.
Akaike’s information criterion (AIC):
The AIC statistics gives a different way of adjusting the –2 log likelihood statistic for the number of estimable parameters in the model.