[R] C-index and Cox model

Frank E Harrell Jr f.harrell at Vanderbilt.Edu
Fri Apr 9 00:01:39 CEST 2010

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


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

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