[R] negative Somers D from Design package

[Frank E Harrell Jr]

For the Cox model Dxy is the rank correlation between predicted log 
hazard and time to event.  As a high hazard means that the time to event 
is short, you need to negate Dxy for your purpose.

Frank


North, Bernard V wrote:
> Dear R help
> 
> My problem is very similar to the analysis detailed here.
> If we use the mayo dataset provided with the survivalROC package the estimate for Somer's Dxy is very negative -0.56.
> The Nagelkerke R2 is positive though 0.32.
> I know there is a difference between explained variation and predictive ability but I am surprised there is usch a difference given that even a non predictive model should have Dxy around 0.
> Am I doing something wrong or is there an interpretation that makes sense ?
> 
> This is with the mayo data so its reproducible but the result with my data is very similar.
> Many thanks in advance
> 
> library(survivalROC)
> library(Design)
> library(survival)
> data(mayo)
> 
>  Sm <- Surv(mayo$time,mayo$censor)
> fm <- cph( Sm ~ mayoscore4    ,mayo,x=T,y=T,surv=T )
> validate(fm, B=150,dxy=T)
> Iteration 1 ....
> 
>         index.orig     training         test      optimism index.corrected   n
> Dxy   -0.566027923 -0.566665407 -0.566027923 -0.0006374833    -0.565390440 150
> R2     0.325860603  0.327350885  0.325860603  0.0014902826     0.324370320 150
> Slope  1.000000000  1.000000000  0.987854765  0.0121452354     0.987854765 150
> D      0.093398440  0.095166239  0.093398440  0.0017677983     0.091630642 150
> U     -0.001562582 -0.001579618  0.001150175 -0.0027297932     0.001167211 150
> Q      0.094961022  0.096745857  0.092248266  0.0044975915     0.090463431 150
> 
> 
> 
> Dr Bernard North
> Statistical Consultant
> Statistical Advisory Service
> Advice and Courses on Research Design and Methodology
> Imperial College
> South Kensington Campus
> Room 845, 4th Floor
> 8 Princes Gardens
> London SW7 1NA.
> 
> Tel: 020 7594 2034
> Fax: 020 7594 1489
> Email: bnorth at imperial.ac.uk
> Web:  www.ic.ac.uk/stathelp
> 
> 
> 
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 


-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University