[R] Somers Dyx

Frank Harrell f.harrell at vanderbilt.edu
Mon Jun 13 13:33:56 CEST 2011


Tyler,

The rcorr.cens, rcorrp.cens, and somers2 functions compute Dxy.  That is a
typo in the overview, which we'll fix.  Dxy is the appropriate measure for
binary Y, I think.  It is a simple translation of the ROC area and does not
penalize for ties on Y.
Frank

Tyler Rinker wrote:
> 
> Hello R Community,
>  
> I'm continuing to work through logistic regression (thanks for all the
> help on score test) and have come up against a new opposition.
>  
> I'm trying to compute Somers Dyx as some suggest this is the preferred
> method to Somers Dxy (Demaris, 1992).  I have searchered the [R] archieves
> to no avail for a function or code to compute Dyx (not Dxy).  The overview
> of Hmisc has mention of Dyx for the rcorr.cens function but this appears
> to be a misprint because the manual states the function finds Dxy.  Peng
> and So (1998) state that the Dyx is easily calculated in SAS (which tells
> me the same is possible for [R]).  
>  
> Yang, K., Miller, G. J., & Miller, G. state that:
>  
> (Tau-b)^2=Somers Dxy * Somers Dyx 
>  
> 
so maybe an approach would be to write a function that is:
>  
> Somers Dyx<-(Tau-b)^2/Somers Dxy  
>  
> I just don't want to waste time if this is incorrect logic and/or there's
> an easier way to calculate this thing; perhaps there’s a ‘golden’ function
> already created in an [R] package that I'm overlooking.
>  
> Thanks in advance,
> Tyler   		 	   		  
> 	[[alternative HTML version deleted]]
> 
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 


-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
--
View this message in context: http://r.789695.n4.nabble.com/Somers-Dyx-tp3593119p3593649.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list