NRI reclassification table improveProb Cox

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

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Frank Harrell
Department of Biostatistics, Vanderbilt University
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