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At 08:20 21/03/03 -0800, Darrel Henderson wrote:
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).
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.
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.
Newson R. 2002. Parameters behind "nonparametric" statistics: Somers' D,
Kendall's tau and median differences. The Stata Journal 2(1): 45-64.
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