rcorr.cens Goodman-Kruskal gamma
David Winsemius wrote:
I looked at the help page for rcorr.cens and was surprised that function, designed for censored data and taking input as a Surv object, was being considered for that purpose. This posting to r-help may be of interest. John Baron offers a simple implementation that takes its input as (x,y): http://finzi.psych.upenn.edu/R/Rhelp02/archive/19749.html goodman <- function(x,y){ Rx <- outer(x,x,function(u,v) sign(u-v)) Ry <- outer(y,y,function(u,v) sign(u-v)) S1 <- Rx*Ry return(sum(S1)/sum(abs(S1)))} I then read Frank's response to John and it's clear that my impression regarding potential uses of rcorr.cens was too limited. Appears that you could supply a "y" vector to the "S" argument and get more efficient execution.
Yes rcorr.cens was designed to handle censored data but works fine with uncensored Y. You may need so specify Surv(Y) but first try just Y. It would be worth testing the execution speed of the two approaches. Frank
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University