[R] Interpreting the example given by Prof Frank Harrell in {Design} validate.cph
vikkiyft
s067835 at alumni.cuhk.net
Tue Feb 22 05:59:03 CET 2011
I really appreciate your help Prof Harrell!
I followed your instruction and re-ran the second model without strat but
with surv=TRUE, time.inc=30, and u=30 to validate, the Dxy was really the
same as that in the first model output! But this confused me...shouldn't the
Dxy be positive in this case because u was specified to estimate the
concordance between surv prob and surv time???
> library(survival)
> attach(colon)
> S<-Surv(time,status)
> obstruct0<-factor(obstruct)
> perfor0<-factor(perfor)
> adhere0<-factor(adhere)
> differ0<-factor(differ)
> extent0<-factor(extent)
> node40<-factor(node4)
> f2<-cph(S~obstruct0+perfor0+adhere0+differ0+extent0+node40,x=T,y=T,surv=T,time.inc=30)
> set.seed(110221)
> validate(f2,method="b",B=100,dxy=T,pr=F,u=30)
index.orig training test optimism index.corrected n
Dxy -0.2918 -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
(the Dxy's of -0.54 or 0.6 were estimated from my own data and were not
shown here because of the difficulty to produce codes that simulate my data,
sorry for the confusion!)
Best regards,
Vikki
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