Osman Al-Radi
2005-Aug-26 17:16 UTC
[R] compare c-index of two logistic models using rcorrp.senc() of the Hmisc library
Dear R-help, Would it be appropriate to do the following to calculate a p-value for the difference between c-ind of x1 and c-inx of x2 using the output from rcorrp.senc()> r<-rcorrp.senc(x1,x1,y)> pValue<-1-pnorm((r[11]-r[12])/(r[2]/r[5])*1.96)Osman O. Al-Radi, MD, MSc, FRCSC Chief Resident, Cardiac Surgery University of Toronto, Canada
Frank E Harrell Jr
2005-Aug-26 17:25 UTC
[R] compare c-index of two logistic models using rcorrp.senc() of the Hmisc library
Osman Al-Radi wrote:> Dear R-help, > > Would it be appropriate to do the following to > calculate a p-value for the difference between c-ind > of x1 and c-inx of x2 using the output from > rcorrp.senc() > > >>r<-rcorrp.senc(x1,x1,y) > > >>pValue<-1-pnorm((r[11]-r[12])/(r[2]/r[5])*1.96) > > > Osman O. Al-Radi, MD, MSc, FRCSC > Chief Resident, Cardiac Surgery > University of Toronto, CanadaOsman, Because tests for differences in two ROC areas are not very powerful, rcorrp.cens changes the hypothesis to "are predictions from one method more concordant with the outcome than predictions from the other method, within paired predictions". You can't get a difference in ROC areas from the U-statistic computed by rcorrp.cens. Frank -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University