Dear Professor Newson,
Thank you so much for your help.
Best wishes,
Eduardo
On Sun, Sep 6, 2009 at 11:18 AM, Newson, Roger B
<[email protected]> wrote:
>
> In principle, the difference between 2 Harrell's c statistics can be calculated using the -somersd- package (downloadable from SSC), together with -lincom-. As in:
>
> somersd y x1 x2, transf(c) tdist
> lincom x1-x2
>
> which will give you a confidence interval for the difference between Hallell's c of -x1- with respect to -y- and Harrell's c of -x2- with respect to -y-. If -y- is a survival time, with a censorship status variable -cs- which is 1 for right-censored data, -1 for left-censored data and 0 for uncensored data, then you should type
>
> somersd y x1 x2, transf(c) tdist
> lincom x1-x2
>
> This will be a valid comparison if -x1- and -x2- are 2 alternative predictive scores for y, as long as the dataset used to estimate the confidence limits for Harrell's c is not the dataset used to derive the scores in the first place. If you only have 1 dataset, then this should probably be split into a training set (to find the 2 nested models), and a test set (to calculate the 2 Harrell's c-indices and their difference).
>
> I hope this helps.
>
> Best wishes
>
> Roger
>
>
> Roger B Newson BSc MSc DPhil
> Lecturer in Medical Statistics
> Respiratory Epidemiology and Public Health Group
> National Heart and Lung Institute
> Imperial College London
> Royal Brompton Campus
> Room 33, Emmanuel Kaye Building
> 1B Manresa Road
> London SW3 6LR
> UNITED KINGDOM
> Tel: +44 (0)20 7352 8121 ext 3381
> Fax: +44 (0)20 7351 8322
> Email: [email protected]
> Web page: http://www.imperial.ac.uk/nhli/r.newson/
> Departmental Web page:
> http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/
>
> Opinions expressed are those of the author, not of the institution.
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of Eduardo Nunez
> Sent: 04 September 2009 20:41
> To: [email protected]
> Subject: st: harrell C statistics comparison
>
> Dear Statalister,
>
> A reviewer from a medical journal has asked me to provide 95% CI and
> p-value for two nested Cox models of a Harrell C statistics
> comparison.
> Please help.
>
> For instances,
> Model1= stcox x y, efron
> estat concordance=harrell1
> Model2 stcox x y z, efron
> estat concordance=harrell2
>
> harrell2 - harrell1......xx, 95%CI(xx-yy); p=x.xx
> or maybe harrel2/harrel1 (I am not sure which way)
>
> Maybe boostraping the difference.
>
> I would appreciate any help on this issue.
>
> Eduardo
>
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