How to test if two C statistics are significantly different?
?Hmisc::rcorrp.cens -Alan -----Original Message----- From: Eik Vettorazzi [mailto:E.Vettorazzi at uke.de] Sent: Tue 10/11/2011 2:25 AM To: Yujie Wang Cc: r-help at r-project.org Subject: Re: [R] How to test if two C statistics are significantly different? Hi Yujie, there is still a lot of work in progress, I think. As http://faculty.washington.edu/heagerty/Software/SurvROC/RisksetROC/risksetROCdiscuss.pdf states: "[...] for inference and variance estimation, we now suggest bootstrapping [...]". Recently I catched a glimpse on roc.test from the pROC package, they implemented, amongst others, a bootstrap algorithm - maybe this is a start for your own work? Hth. Am 10.10.2011 21:35, schrieb Yujie Wang:
Hey all, In order to test if a marker is a risk factor, I built two models (using cox proportional hazard model). One model included this marker, and the other is not. Then, I use R package risksetROC to test how much predictive value did the marker add to this model. I get two C statistics by analyzing the linear predictors of the two models into this package. The qustion is How to test if two C statistics are significantly different? Your help will be greatly appreciated! Yujie [[alternative HTML version deleted]]
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