[R] upperbound of C index Conf.int. greater than 1
DAVID ARTETA GARCIA
darteta001 at ikasle.ehu.es
Tue May 13 14:16:12 CEST 2008
R-users,
I am bootstrapping the C Index of a model created using lrm{Design}
and boot{boot}, and I get that the upperbound of the confidence
interval is greater than 1. Here is my code:
> library(HSAUR)
> data(plasma)
##fit model
> fit.design <- lrm (ESR ~ fibrinogen + globulin,data=plasma)
> fit.design$stats[6]
C
0.8044872
##bootstrap C Index
> cindex <- function(formula,data,indices){
+ d=data[indices,]
+ fit<-lrm(formula,data = d)
+ return(fit$stats[[6]])
+ }
> results <- boot(data=w,statistic=cindex,R=500,formula = ESR ~
> fibrinogen + globulin)
> results
ORDINARY NONPARAMETRIC BOOTSTRAP
Call:
boot(data = plasma, statistic = cindex, R = 500, formula = ESR ~ fibrinogen +
globulin)
Bootstrap Statistics :
original bias std. error
t1* 0.8044872 0.008834767 0.1574710
> boot.ci(results,type="basic")
BOOTSTRAP CONFIDENCE INTERVAL CALCULATIONS
Based on 500 bootstrap replicates
CALL :
boot.ci(boot.out = results, type = "basic")
Intervals :
Level Basic
95% ( 0.6090, 1.1443 )
Calculations and Intervals on Original Scale
I see that the std.error is rather large and this might be the
problem, but how can I explain this for publication purposes? Is such
an interval acceptable?
Any help would be greatly appreciated
David
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