The likelihood ratio test, using lrtest, is one option, although a
statistically significant difference between the two models could be
the result of several factors, including model misspecification.
Type help lrtest for details,
/salah mahmud
On Tue, Jan 20, 2009 at 10:33 PM, Zoe Hyde <[email protected]> wrote:
> Dear All,
>
> I have two Cox models that I am using to predict stroke. One model includes total testosterone (HR=2.0) and the other free testosterone (HR=1.7), as Z-scores, along with some other covariates. The hazard ratios seem to suggest that changes in total testosterone are more important than free testosterone, but is this really the case? Is there some way that I can compare the two models, for example by using ROC curves?
>
> I have used estat con to obtain Harrell's C for both models, and there doesn't seem to be a lot of difference - 0.69 for one model and 0.67 for the other. However, I'd feel more comfortable if there was some way I could test the significance of the difference. Is there is test I can use to compare these two results?
>
> Any advice would be much appreciated!
>
>
> Thanks,
>
> Zoe.
>
>
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