[R] C-index and Cox model

Terry Therneau therneau at mayo.edu
Fri Apr 9 15:16:34 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
> time-dependent value (i.e. do I need to calculate it for each time
> or we can calculate it as a single value for the whole model ignoring
> time?
> Thank you so much.
> Bessy

Frank H added:
> install.packages('Hmisc')
> ?rcorr.cens

You can also use the survConcordance function, which is part of the
survival package.  (Why two functions?  I wrote this one before I was
aware of Frank's.)

Terry T

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