Dear Zoe,
Hosmer DW, Lemeshow S. Applied Survival Analysis. Regerssion modelling on
time to event data. Chichester: Wiley, 1999: 229-230, reports on the
following test for the overall goodness-of-fit for Cox regression model:
Squared_Rp=1-(exp(2/n)*(Lo-Lp))),
Where:
Lp= is the log partial likelihood for the fitted model with p covariates;
L0= is the log partial likelihood for model 0 (ie, zero)with no covariates.
You can probbaly check both your models via this formula and decide which
one fits better.
Kind Regards,
Carlo
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Zoe Hyde
Inviato: mercoledì 21 gennaio 2009 5.34
A: [email protected]
Oggetto: st: How can I compare two Cox models - can I use Harrell's C/ROC
curves?
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.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
