Bonnett, Laura
2011-Sep-14 15:52 UTC
[R] Confidence interval or p-value for difference in two c-statistics
Dear All, Apologies if you have a seen a question like this from me before. I am hoping that if I re-word my question more carefully someone may be able to offer more help than the last time I asked something similar. I am using R 2.9.2 and Windows XP. I am trying to determine if there is a statistically significant difference between two c-statistics (or equivalently D statistics). In Stata I gather that this can be done using the lincom command but I am not aware of anything similar in R. I am doing a simulation study and have simulated two datasets (independent). I can obtain c-statistics for each variable in each dataset using this code:> rdev <- rcorrcens(Surv(stimes1,eind1)~gendat1+neurodat1) > rdevSomers' Rank Correlation for Censored Data Response variable:Surv(stimes1, eind1) C Dxy aDxy SD Z P n gendat1 0.534 0.069 0.069 0.017 3.98 0.0001 1500 neurodat1 0.482 -0.036 0.036 0.011 3.18 0.0015 1500> rval <- rcorrcens(Surv(stimes2,eind2)~gendat2+neurodat2) > rvalSomers' Rank Correlation for Censored Data Response variable:Surv(stimes2, eind2) C Dxy aDxy SD Z P n gendat2 0.543 0.085 0.085 0.017 4.94 0e+00 1500 neurodat2 0.481 -0.038 0.038 0.011 3.44 6e-04 1500 Is there a way to determine if the c-statistics are significantly different/similar to one another across data sets (i.e. I want to compare the c-statistic for gendat1 with that for gendat2). I was considering using the 'tost' function within the equivalence package but that doesn't seem appropriate either. Many thanks, Laura [[alternative HTML version deleted]]