[R] how to compare C-index in Cox model
frank.chiang86 at gmail.com
Wed Apr 11 10:12:15 CEST 2012
If I calculate the C-index after 10-fold cross-validation based on Cox
model, which statistic test
should I used to compare two C-statistc values.I means I use
cross-validation to obtain a predictive
probability for each individual, then combine all the probabilities to
calculate the C-index.If I get
two C-index values(0.73 vs. 0.80) based on two different model, then how to
test the difference is significant.
For the C-index values got from a single dataset, we may use bootstrap to
get the standard error, and
use wald test to measure whether they are significant different,but if
c-index got from cross-
validation,whether I can still use this method to compare them.
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