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From   Roger Newson <roger.newson@kcl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: comparing Frank Harrell's c-statistics
Date   Tue, 25 Mar 2003 19:31:28 +0000

At 08:20 21/03/03 -0800, Darrel Henderson wrote:
Does anyone know of a method to compare Harrel's
c-statistics for censored data?  I guess a
modification of the wilcoxon rank-sum test might work,
however, does anyone have more detail?  Thanks.
For what it's worth, I know of a method for defining confidence intervals for the difference between 2 Harrell C statistics, based on the jackknife, but I haven't had time to implement it in Stata. However, a quick and dirty solution might possibly be to use the jackknife using -jknife- in official Stata, together with Bill Gould's -stcstat- command (type -findit harrell c- to find out more).

I do discuss Harrell's C, along with Somers' D, ROC areas and their differences, in my Stata Journal article (Newson, 2002).

Sorry I couldn't be any more helpful.

Roger

References

Newson R. 2002. Parameters behind "nonparametric" statistics: Somers' D, Kendall's tau and median differences. The Stata Journal 2(1): 45-64.


--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: roger.newson@kcl.ac.uk

Opinions expressed are those of the author, not the institution.

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