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Re: st: Cross-validation of Harrell's C statistics


From   "Roger B. Newson" <r.newson@imperial.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Cross-validation of Harrell's C statistics
Date   Wed, 01 Aug 2012 18:31:48 +0100

U haven't written a script for this whole procedure. However, I have written a Stata Journal article about how to carry out such a procedure in Stata using -somersd-, and the issues involved (Newson, 2010).

Best wishes

Roger

References

Newson RB. Comparing the predictive power of survival models using Harrell’s c or Somers’ D. The Stata Journal 2010; 10(3): 339–358. Purchase from
http://www.stata-journal.com/article.html?article=st0198
or download pre-publication draft drom
http://www.imperial.ac.uk/nhli/r.newson/papers.htm

Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

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

On 01/08/2012 16:55, Jonas Bille Nielsen wrote:
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,

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