[R] How to test if two C statistics are significantly different?

[alanm (Alan Mitchell)]

?Hmisc::rcorrp.cens

-Alan



-----Original Message-----
From: Eik Vettorazzi [mailto:E.Vettorazzi at uke.de]
Sent: Tue 10/11/2011 2:25 AM
To: Yujie Wang
Cc: r-help at r-project.org
Subject: Re: [R] How to test if two C statistics are significantly different?
 
Hi Yujie,
there is still a lot of work in progress, I think. As
http://faculty.washington.edu/heagerty/Software/SurvROC/RisksetROC/risksetROCdiscuss.pdf

states: "[...] for inference and variance estimation, we now suggest
bootstrapping [...]".
Recently I catched a glimpse on roc.test from the pROC package, they
implemented, amongst others, a bootstrap algorithm - maybe this is a
start for your own work?

Hth.

Am 10.10.2011 21:35, schrieb Yujie Wang:
> Hey all,
> 
> In order to test if a marker is a risk factor, I built two models (using cox
> proportional hazard model). One model included this marker, and the other is
> not.
> 
> Then, I use R package risksetROC to test how much predictive value did the
> marker add to this model. I get two C statistics by analyzing the linear
> predictors of the two models into this package.
> 
> The qustion is How to test if two C statistics are significantly different?
> 
> Your help will be greatly appreciated!
> 
> Yujie
> 
> 	[[alternative HTML version deleted]]
> 
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Eik Vettorazzi
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