From: Frank Harrell <f.harrell_at_vanderbilt.edu>

Date: Sun, 22 May 2011 07:27:19 -0700 (PDT)

*>
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*> C Index 0.8222785 0.8021382 0.8424188
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*>
*

*> I'm not sure what "S.D." in object of rcorr.cens means. Is this standard
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*> deviation of "C Index" or standard deviation of "Dxy"?
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*> I thought it is standard deviation of "C Index". Therefore, I wrote the
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*> code above. Am I right?
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*>
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*> I would appreciate any help in advance.
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*>
*

*> --
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*> Kohkichi Hosoda M.D.
*

*>
*

*> Department of Neurosurgery,
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*> Kobe University Graduate School of Medicine,
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*>
*

*> ______________________________________________
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*> PLEASE do read the posting guide
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*> http://www.R-project.org/posting-guide.html
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*> and provide commented, minimal, self-contained, reproducible code.
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*>
*

Frank Harrell

Department of Biostatistics, Vanderbilt University

Date: Sun, 22 May 2011 07:27:19 -0700 (PDT)

S.D. is the standard deviation (standard error) of Dxy. It already includes
the effective sample size in its computation so the sqrt(n) terms is not
needed. The help file for rcorr.cens has an example where the confidence
interval for C is computed. Note that you are making the strong assumption
that there is no overfitting in the model or that you are evaluating C on a
sample not used in model development.

Frank

細田弘吉 wrote:

*>
**> Hi,
**>
*

> I'm trying to calculate 95% confidence interval of C statistic of

*> logistic regression model using rcorr.cens in rms package. I wrote a
**> brief function for this purpose as the followings;
**>
**> CstatisticCI <- function(x) # x is object of rcorr.cens.
**> {
**> se <- x["S.D."]/sqrt(x["n"])
**> Low95 <- x["C Index"] - 1.96*se
**> Upper95 <- x["C Index"] + 1.96*se
**> cbind(x["C Index"], Low95, Upper95)
**> }
**>
**> Then,
**>
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>> MyModel.lrm.rcorr <- rcorr.cens(x=predict(MyModel.lrm), S=df$outcome) >> MyModel.lrm.rcorr

> C Index Dxy S.D. n

> missing uncensored> 0.8222785 0.6445570 0.1047916 104.0000000> 0.0000000 104.0000000> Relevant Pairs Concordant Uncertain> 3950.0000000 3248.0000000 0.0000000

>> CstatisticCI(x5factor_final.lrm.pen.rcorr)

> Low95 Upper95

Frank Harrell

Department of Biostatistics, Vanderbilt University

-- View this message in context: http://r.789695.n4.nabble.com/How-to-calculate-confidence-interval-of-C-statistic-by-rcorr-cens-tp3541709p3542163.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.Received on Sun 22 May 2011 - 14:29:50 GMT

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