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From | David Greenberg <dg4@nyu.edu> |
To | statalist@hsphsun2.harvard.edu, r.newson@imperial.ac.uk |
Subject | Re: st: Cross-validation of Harrell's C statistics |
Date | Wed, 1 Aug 2012 20:12:41 -0400 |
Roger, I wonder whether you might have written a routine for computing the concordance for parametric survival models, such as Weibull or Gompertz? David Greenberg, Sociology Department, New York University On Wed, Aug 1, 2012 at 1:31 PM, Roger B. Newson <r.newson@imperial.ac.uk> wrote: > U haven't written a script for this whole procedure. However, I have written > a Stata Journal article about how to carry out such a procedure in Stata > using -somersd-, and the issues involved (Newson, 2010). > > Best wishes > > Roger > > References > > Newson RB. Comparing the predictive power of survival models using Harrell’s > c or Somers’ D. The Stata Journal 2010; 10(3): 339–358. Purchase from > http://www.stata-journal.com/article.html?article=st0198 > or download pre-publication draft drom > http://www.imperial.ac.uk/nhli/r.newson/papers.htm > > 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: r.newson@imperial.ac.uk > 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. > > On 01/08/2012 16:55, Jonas Bille Nielsen wrote: >> >> Dear statalisters >> >> I'm doing Cox models and want to compare a model 'A' with a model 'B' >> with regards to Harrell's C statistics within the same dataset and >> with the use of a statistical test. As I'm calculating C statistics in >> the same dataset in which the Cox models were fitted, I will have an >> over-optimistic estimate of C. I want to take this overoptimism into >> account by some kind of cross-validation. As my dataset is very large, >> I can't use the rather slow 'estat concordance' command, but has to >> use the 'somersd' command or something as fast at this command. Do >> someone have a script for such a procedure? >> >> Thanks in advance, >> > * > * 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/