[R] how to compare cross-validated C-index and calculate confidence interval

jane.wong jane.wong083 at gmail.com
Fri Apr 13 04:31:06 CEST 2012


Dear list

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-statistic
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.

Another problem is how to get the 95% confidence interval for this
cross-validated C-index, is there any package can do it? Thanks

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