Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Validation with estat concordance


From   Molla Huq <molla.huq@gmail.com>
To   statalist@hsphsun2.harvard.edu
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
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index