[R] NRI reclassification table improveProb Cox

Frank Harrell f.harrell at vanderbilt.edu
Mon Dec 24 15:57:31 CET 2012


There are several issues.  First the Cox model is not for a binary outcome. 
It is for a time-to-event outcome whose status (event vs. censored) is
binary.  Second, split-sample validation does not work well with n < 20000
in the combined sample.  Third, reclassification tables are not used to
validate models; they are used to compare two models.   Fourth, the rms
package has several methods for truly validating Cox models.
Frank

Petergodsk wrote
> Thank you very much to Prof. Harrell for the comment.
> 
> I have fitted a Cox model on one data set and need to validate it on
> another dataset with a binary outcome.
> 
> I can't find a way to make the reclassification (or the PredRisk) function
> in the PredictABEL package to accept my Cox model. I have used
> predictSurvProb to calculate predicted survival which is accepted by the
> ImproveProb function, but - as mentioned - not by the reclassification
> function in the PredictABEL package.
> 
> Does anyone have a solution? 
> 
> Thanks,
> Peter Godsk





-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
--
View this message in context: http://r.789695.n4.nabble.com/NRI-reclassification-table-improveProb-Cox-tp4653768p4653878.html
Sent from the R help mailing list archive at Nabble.com.




More information about the R-help mailing list