[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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