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st: Validation with estat concordance
From
Molla Huq <[email protected]>
To
[email protected]
Subject
st: Validation with estat concordance
Date
Thu, 29 Jul 2010 12:54:05 +1000
Hi,
I am trying to validate a proposed cox proportional hazard model. I have
a split data (60% on which I have constructed the model and 40% on
which I am trying to validate it). As for CPH model we dont use lroc, we
can use Harrell's C (as far as I know). But Harrell's C (estat
concordance) only runs on the data on which the model was constructed
(60%) not on the data (40%) I am trying to validate as it is a
post-estimation command. Is there anything I can do to do a validation
or n-fold validation? Any help will be appreciated.
Thanks
--
Molla Huq
Bio-Statistician,
Department of Epidemiology and Preventive Medicine,
Monash University,
Australia
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