Bessy wrote:
Dear all R users, I am building a Cox PH model on a small dataset. I am wondering how to measure the predictive power of my cox model? Normally the ROC curve
or Gini
value are used in logistic regression model. Is there any similar measurement suitable for Cox model? Also if I use C-index statistic to measure the predictive power, is it
a
time-dependent value (i.e. do I need to calculate it for each time
period?)
or we can calculate it as a single value for the whole model ignoring
the
time? Thank you so much. Bessy
Frank H added:
install.packages('Hmisc')
?rcorr.cens
You can also use the survConcordance function, which is part of the survival package. (Why two functions? I wrote this one before I was aware of Frank's.) Terry T