Felipe Medeiros wrote:
Does anybody know of an s-plus function or method to compare two
c-statistics (Harrell's c) obtaining from two different models applied to
the same group of patients (in a survival analysis context)?
Thank you for any help.
Felipe Medeiros.
This is not the comparison most people do (they test for a difference in
C indexes) but the rcorrp.cens function is more powerful although it
tests a different hypothesis. Note that neither rcorrp.cens nor
rcorr.cens are meant to be used when there is a chance of overfitting
(e.g., if evaluating on the training data, and the ratio of events to
the total of all CANDIDATE preditors is less than 20). However if both
models have the same amount of overfitting (had the same CANDIDATE
degrees of freedom, no matter how many parameters were in the final
model) then rcorrp.cens may still work.
Frank Harrell
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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