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...same data) and the respective c statistics for the variables in both cases. What I would now like to do is to prove that there is no statistically significant difference between the statistics (between the dev and val datasets.) Any help would be much appreciated. > rdev <- rcorrcens(Surv(stimes1,eind1)~gendat1+neurodat1) > rdev Somers' 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 <-...

...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) > rdev Somers' 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 <-...