pietro bulian wrote:
I have two alternative Cox models with C-statistics 0.72 and 0.78. My question
is if 0.78 is significantly greater than 0.72. I'm using rcorrp.cens. I cannot
find the U statistics in the output of the function. This is the output of the
help example:
x1 <- rnorm(400)
x2 <- x1 + rnorm(400)
d.time <- rexp(400) + (x1 - min(x1))
cens <- runif(400,.5,2)
death <- d.time <= cens
d.time <- pmin(d.time, cens)
rcorrp.cens(x1, x2, Surv(d.time, death))
Dxy S.D. x1 more concordant x2 more concordant n missing uncensored Relevant Pairs
-8.902077e-03 2.649712e-01 4.955490e-01 5.044510e-01 4.000000e+02 0.000000e+00 4.000000e+00 1.348000e+03
Uncertain C X1 C X2 Dxy X1 Dxy X2
1.582520e+05 9.955490e-01 9.762611e-01 9.910979e-01 9.525223e-01
Should I manually calculate the U statistics interpreting the fraction "x1 more concordant" and "x2 more concordant" of the "Relevant Pairs" as Uxy and Uyx?
many thanks for any help or suggestion
Everything you want is right there in the output. The test statistic is
Dxy; z statistic is -8.9e-3 / .265.
Note that even though this test is more powerful than comparing two ROC
areas, it is not as powerful as a likelihood ratio chi-square test.
Frank
Pietro Bulian
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--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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and provide commented, minimal, self-contained, reproducible code.
