[R] Interpreting the example given by Prof Frank Harrell in {Design} validate.cph

[vikkiyft]

Thank you very much Prof Harrell!

Sorry that I am new to this forum, and so ain't familiar with how to post
message appropriately.

I repeated the same procedure using a dataset from the {survival} package.
This time I used the {rms} package, and 100 bootstrap samples:

> library(rms)
> library(survival)
> attach(colon)
> S<-Surv(time,status)

> f<-cph(S~factor(obstruct)+factor(perfor)+factor(adhere)+factor(differ)+factor(extent)+factor(node4),x=T,y=T,surv=T)  
> # no stratification
> set.seed(110221)
> validate(f,method="b",B=100,dxy=T,pr=F)
      index.orig training    test optimism index.corrected   n
Dxy      -0.2918  -0.2932 -0.2861  -0.0070         -0.2847 100
R2        0.1145   0.1191  0.1104   0.0088          0.1057 100
Slope     1.0000   1.0000  0.9626   0.0374          0.9626 100
D         0.0170   0.0178  0.0164   0.0014          0.0156 100
U        -0.0002  -0.0002  0.0001  -0.0003          0.0001 100
Q         0.0172   0.0179  0.0162   0.0017          0.0155 100
g         0.5472   0.5590  0.5348   0.0242          0.5230 100

> f2<-cph(S~factor(obstruct)+factor(perfor)+factor(adhere)+factor(differ)+factor(extent)+factor(node4)+strat(rx),x=T,y=T,surv=T) 
> # with stratification
> set.seed(110221)
> validate(f2,method="b",B=100,dxy=T,pr=F,u=30)
      index.orig training   test optimism index.corrected   n
Dxy       0.1567   0.1966 0.1826   0.0140          0.1426 100
R2        0.1154   0.1191 0.1111   0.0081          0.1073 100
Slope     1.0000   1.0000 0.9720   0.0280          0.9720 100
D         0.0203   0.0210 0.0195   0.0015          0.0188 100
U        -0.0002  -0.0002 0.0001  -0.0003          0.0001 100
Q         0.0205   0.0212 0.0193   0.0018          0.0186 100
g         0.5523   0.5591 0.5402   0.0189          0.5333 100

The same situation happened again. The Dxy's were all in opposite
directions.

In fact my case is even worse than these examples － the Dxy for
non-stratified model was -0.54 but the Dxy for stratified model was almost
+0.6; and the bootstrap validated R^2 was even negative!!

But..why does this happen??


Thanks a lot,
Vikki
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