R help - Dec 2012 - NRI reclassification table improveProb Cox

As describe in the Hmisc package's improveProb function, that function is
for
binary Y.  And it's best to use category-free methods.
Frank

Petergodsk wrote
> Hi
> 
> I'm new to R. 
> 
> Is it possible to use the improveProb function to generate categorybased
> NRI using a Cox model?
> I believe I saw someone mentioning the possibility, but I can't find
the
> syntax in the R help. 
> 
> Thanks,
> Peter Godsk




-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
--
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There are several issues.  First the Cox model is not for a binary outcome. 
It is for a time-to-event outcome whose status (event vs. censored) is
binary.  Second, split-sample validation does not work well with n < 20000
in the combined sample.  Third, reclassification tables are not used to
validate models; they are used to compare two models.   Fourth, the rms
package has several methods for truly validating Cox models.
Frank

Petergodsk wrote
> Thank you very much to Prof. Harrell for the comment.
> 
> I have fitted a Cox model on one data set and need to validate it on
> another dataset with a binary outcome.
> 
> I can't find a way to make the reclassification (or the PredRisk)
function
> in the PredictABEL package to accept my Cox model. I have used
> predictSurvProb to calculate predicted survival which is accepted by the
> ImproveProb function, but - as mentioned - not by the reclassification
> function in the PredictABEL package.
> 
> Does anyone have a solution? 
> 
> Thanks,
> Peter Godsk




-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
--
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