Dear R help
My problem is very similar to the analysis detailed here.
If we use the mayo dataset provided with the survivalROC package the estimate
for Somer's Dxy is very negative -0.56.
The Nagelkerke R2 is positive though 0.32.
I know there is a difference between explained variation and predictive ability
but I am surprised there is usch a difference given that even a non predictive
model should have Dxy around 0.
Am I doing something wrong or is there an interpretation that makes sense ?
This is with the mayo data so its reproducible but the result with my data is
very similar.
Many thanks in advance
library(survivalROC)
library(Design)
library(survival)
data(mayo)
Sm <- Surv(mayo$time,mayo$censor)
fm <- cph( Sm ~ mayoscore4 ,mayo,x=T,y=T,surv=T )
validate(fm, B=150,dxy=T)
Iteration 1 ....
index.orig training test optimism index.corrected n
Dxy -0.566027923 -0.566665407 -0.566027923 -0.0006374833 -0.565390440 150
R2 0.325860603 0.327350885 0.325860603 0.0014902826 0.324370320 150
Slope 1.000000000 1.000000000 0.987854765 0.0121452354 0.987854765 150
D 0.093398440 0.095166239 0.093398440 0.0017677983 0.091630642 150
U -0.001562582 -0.001579618 0.001150175 -0.0027297932 0.001167211 150
Q 0.094961022 0.096745857 0.092248266 0.0044975915 0.090463431 150
Dr Bernard North
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