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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 * * 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/