[R] Confidence interval for Tau-a or c-index to compare logistic lrm (binary) models with each other.

From: Jan Verbesselt <Jan.Verbesselt_at_biw.kuleuven.be>
Date: Wed 23 Mar 2005 - 04:20:24 EST

Dear R list,

How can confidence interval be derived for e.g. the Tau-a coefficient or the c index (area under ROC curve) such that I can compare the fitted lrm (logistic) models with each other. Is this possible?

The aim is to conclude that one model is significantly better than other model (a, b or c).

y~a (continu)+ d(catergoric)
y~b (continu)+ d(catergoric)
y~c (continu)+ d(catergoric)

I will look at residual deviance, the AIC, c-index en Tau-a to compare different logistic models (lrm Design package). All extra advice is mostly welcome!


ir. Jan Verbesselt
Research Associate
Lab of Geomatics Engineering K.U. Leuven Vital Decosterstraat 102. B-3000 Leuven Belgium Tel: +32-16-329750 Fax: +32-16-329760

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