?Hmisc::rcorrp.cens -Alan
-----Original Message----- From: Eik Vettorazzi [mailto:e.vettora...@uke.de] Sent: Tue 10/11/2011 2:25 AM To: Yujie Wang Cc: r-help@r-project.org Subject: Re: [R] How to test if two C statistics are significantly different? Hi Yujie, there is still a lot of work in progress, I think. As http://faculty.washington.edu/heagerty/Software/SurvROC/RisksetROC/risksetROCdiscuss.pdf states: "[...] for inference and variance estimation, we now suggest bootstrapping [...]". Recently I catched a glimpse on roc.test from the pROC package, they implemented, amongst others, a bootstrap algorithm - maybe this is a start for your own work? Hth. Am 10.10.2011 21:35, schrieb Yujie Wang: > Hey all, > > In order to test if a marker is a risk factor, I built two models (using cox > proportional hazard model). One model included this marker, and the other is > not. > > Then, I use R package risksetROC to test how much predictive value did the > marker add to this model. I get two C statistics by analyzing the linear > predictors of the two models into this package. > > The qustion is How to test if two C statistics are significantly different? > > Your help will be greatly appreciated! > > Yujie > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Eik Vettorazzi Institut für Medizinische Biometrie und Epidemiologie Universitätsklinikum Hamburg-Eppendorf Martinistr. 52 20246 Hamburg T ++49/40/7410-58243 F ++49/40/7410-57790 -- Pflichtangaben gemäß Gesetz über elektronische Handelsregister und Genossenschaftsregister sowie das Unternehmensregister (EHUG): Universitätsklinikum Hamburg-Eppendorf; Körperschaft des öffentlichen Rechts; Gerichtsstand: Hamburg Vorstandsmitglieder: Prof. Dr. Guido Sauter (Vertreter des Vorsitzenden), Dr. Alexander Kirstein, Joachim Prölß, Prof. Dr. Dr. Uwe Koch-Gromus ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.