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.
Re: [R] How to test if two C statistics are significantly different?
?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.
Re: [R] How to test if two C statistics are significantly different?
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.
[R] How to test if two C statistics are significantly different?
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.
