[R] C-index and Cox model

[Frank E Harrell Jr]

Bessy wrote:
> Dear all R users,
> 
> I am building a Cox PH model on a small dataset. I am wondering how to
> measure the predictive power of my cox model? Normally the ROC curve or Gini
> value are used in logistic regression model. Is there any similar
> measurement suitable for Cox model?
> 
> Also if I use C-index statistic to measure the predictive power, is it a
> time-dependent value (i.e. do I need to calculate it for each time period?)
> or we can calculate it as a single value for the whole model ignoring the
> time?
> 
> Thank you so much.
> 
> Bessy

install.packages('Hmisc')
?rcorr.cens

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