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Re: st: Cross-validation of Harrell's C statistics
From
Jonas Bille Nielsen <[email protected]>
To
[email protected]
Subject
Re: st: Cross-validation of Harrell's C statistics
Date
Thu, 2 Aug 2012 08:57:35 +0200
Thank you very much for your replay. I have already read your article
and used your excellent codes for calculating C statistics based on
splitting the dataset into a training and a test set. However, I
prefer to do the cross-validation with the use a bootstrap-like method
with repeated splitting of the dataset as you also suggest in section
5 of your paper. Have you done such a procedure yourself, again with
the use of somersd?
Thanks, Jonas
On Wed, Aug 1, 2012 at 7:31 PM, Roger B. Newson <[email protected]> wrote:
>
> 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: [email protected]
> 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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--
Jonas Bille Nielsen, MD
Laboratory for Molecular Cardiology, 9312
Copenhagen University Hospital, Rigshospitalet
Blegdamsvej 9, DK-2100
[email protected]
Work (+45) 35 45 65 06
Mobile (+45) 40 89 20 90
*
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/