R help - Mar 2005 - Confidence interval for Tau-a or c-index to compare logistic lrm (binary) models with each other.

Dear R list,

How can confidence interval be derived for e.g. the Tau-a coefficient or the
c index (area under ROC curve) such that I can compare the fitted lrm
(logistic) models with each other. Is this possible?

The aim is to conclude that one model is significantly better than other
model (a, b or c). 

y~a (continu)+ d(catergoric)
y~b (continu)+ d(catergoric)
y~c (continu)+ d(catergoric)

I will look at residual deviance, the AIC, c-index en Tau-a to compare
different logistic models (lrm Design package).  All extra advice is mostly
welcome!

Regards,
Jan

_______________________________________________________________________
ir. Jan Verbesselt 
Research Associate 
Lab of Geomatics Engineering K.U. Leuven
Vital Decosterstraat 102. B-3000 Leuven Belgium 
Tel: +32-16-329750   Fax: +32-16-329760
http://gloveg.kuleuven.ac.be/

Jan Verbesselt wrote:
> Dear R list,
> 
> How can confidence interval be derived for e.g. the Tau-a coefficient or
the
> c index (area under ROC curve) such that I can compare the fitted lrm
> (logistic) models with each other. Is this possible?
> 
> The aim is to conclude that one model is significantly better than other
> model (a, b or c). 
> 
> y~a (continu)+ d(catergoric)
> y~b (continu)+ d(catergoric)
> y~c (continu)+ d(catergoric)
> 
> I will look at residual deviance, the AIC, c-index en Tau-a to compare
> different logistic models (lrm Design package).  All extra advice is mostly
> welcome!
> 
> Regards,
> Jan
You can only do this if you have an independent test dataset that was 
never used in model development or coefficient estimation.  Given that, 
look at the rcorrp.cens function in Hmisc.

Frank Harrell
> 
> _______________________________________________________________________
> ir. Jan Verbesselt 
> Research Associate 
> Lab of Geomatics Engineering K.U. Leuven
> Vital Decosterstraat 102. B-3000 Leuven Belgium 
> Tel: +32-16-329750   Fax: +32-16-329760
> http://gloveg.kuleuven.ac.be/
> 
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> 

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University