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st: Cross-validation of Harrell's C statistics


From   Jonas Bille Nielsen <jonasbillenielsen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Cross-validation of Harrell's C statistics
Date   Wed, 1 Aug 2012 17:55:06 +0200

Dear statalisters

I'm doing Cox models and want to compare a model 'A' with a model 'B'
with regards to Harrell's C statistics within the same dataset and
with the use of a statistical test. As I'm calculating C statistics in
the same dataset in which the Cox models were fitted, I will have an
over-optimistic estimate of C. I want to take this overoptimism into
account by some kind of cross-validation. As my dataset is very large,
I can't use the rather slow 'estat concordance' command, but has to
use the 'somersd' command or something as fast at this command. Do
someone have a script for such a procedure?

Thanks in advance,

-- 
Jonas Bille Nielsen, MD
Laboratory for Molecular Cardiology, 9312
Copenhagen University Hospital, Rigshospitalet
Blegdamsvej 9, DK-2100
jonas.bille.nielsen@gmail.com
Work (+45) 35 45 65 06
Mobile (+45) 40 89 20 90
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