Thanks for mentioning rcorrp.cens which is much more powerful than testing for differences in C. Likelihood ratio tests would be even more powerful. Ordinary differences in C index yields a test with power that is too low. Frank
alanm (Alan Mitchell) wrote: > > ?Hmisc::rcorrp.cens > > -Alan > > > > -----Original Message----- > From: Eik Vettorazzi [mailto:E.Vettorazzi@] > Sent: Tue 10/11/2011 2:25 AM > To: Yujie Wang > Cc: r-help@ > 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@ 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@ 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. > ----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/How-to-test-if-two-C-statistics-are-significantly-different-tp3891857p3894430.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.