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


From   "Roger B. Newson" <[email protected]>
To   [email protected]
Subject   Re: st: Cross-validation of Harrell's C statistics
Date   Thu, 02 Aug 2012 10:41:11 +0100

No, I haven't implemented the original Harrell method. (Perhaps you might like to...)

Best wishes

Roger


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 02/08/2012 07:57, Jonas Bille Nielsen wrote:
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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