[R] rcorrp.cens and U statistics
pietro bulian
pibulian at yahoo.it
Tue Sep 8 21:57:18 CEST 2009
I have two alternative Cox models with C-statistics 0.72 and 0.78. My question is if 0.78 is significantly greater than 0.72. I'm using rcorrp.cens. I cannot find the U statistics in the output of the function. This is the output of the help example:
> x1 <- rnorm(400)
> x2 <- x1 + rnorm(400)
> d.time <- rexp(400) + (x1 - min(x1))
> cens <- runif(400,.5,2)
> death <- d.time <= cens
> d.time <- pmin(d.time, cens)
> rcorrp.cens(x1, x2, Surv(d.time, death))
Dxy S.D. x1 more concordant x2 more concordant n missing uncensored Relevant Pairs
-8.902077e-03 2.649712e-01 4.955490e-01 5.044510e-01 4.000000e+02 0.000000e+00 4.000000e+00 1.348000e+03
Uncertain C X1 C X2 Dxy X1 Dxy X2
1.582520e+05 9.955490e-01 9.762611e-01 9.910979e-01 9.525223e-01
Should I manually calculate the U statistics interpreting the fraction "x1 more concordant" and "x2 more concordant" of the "Relevant Pairs" as Uxy and Uyx?
many thanks for any help or suggestion
Pietro Bulian
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