Re: st: Cross-validation of Harrell's C statistics

["Roger B. Newson" <r.newson@imperial.ac.uk>]

No, I haven't implemented the original Harrell method. (Perhaps you 
might like to...)

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: 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 02/08/2012 07:57, Jonas Bille Nielsen wrote:
> Thank you very much for your replay. I have already read your article
> and used your excellent codes for calculating C statistics based on
> splitting the dataset into a training and a test set. However, I
> prefer to do the cross-validation with the use a bootstrap-like method
> with repeated splitting of the dataset as you also suggest in section
> 5 of your paper. Have you done such a procedure yourself, again with
> the use of somersd?
>
> Thanks, Jonas
>
> On Wed, Aug 1, 2012 at 7:31 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/
>
>
>
>
> --
> Jonas Bille Nielsen, MD
> Laboratory for Molecular Cardiology, 9312
> Copenhagen University Hospital, Rigshospitalet
> Blegdamsvej 9, DK-2100
> jonas.bille.nielsen@gmail.com
> Work (+45) 35 45 65 06
> Mobile (+45) 40 89 20 90
>
> *
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> *   http://www.ats.ucla.edu/stat/stata/
*
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