[R] C-index : typical values

From: Adaikalavan Ramasamy <ramasamy_at_stats.ox.ac.uk>
Date: Sat 03 Sep 2005 - 01:31:42 EST


I am doing some coxPH model fitting and would like to have some idea about how good the fits are. Someone suggested to use Frank Harrell's C-index measure.

As I understand it, a C-index > 0.5 indicates a useful model. I am probably making an error here because I am getting values less than 0.5 on real datasets. Can someone tell me where I am going wrong please ?

Here is an example using the German Breast Study Group data available in the mfp package. The predictors in the model were selected by stepAIC().

 library(Design); library(Hmisc); library(mfp); data(GBSG)  fit <- cph( Surv( rfst, cens ) ~ htreat + tumsize + tumgrad +

                                  posnodal + prm, data=GBSG, x=T, y=T )

 val <- validate.cph( fit, dxy=T, B=200 )  round(val, 3)

         index.orig training   test optimism index.corrected   n
   Dxy       -0.377   -0.383 -0.370   -0.013          -0.364 200 
   R2         0.140    0.148  0.132    0.016           0.124 200
   Slope      1.000    1.000  0.925    0.075           0.925 200
   D          0.028    0.030  0.027    0.004           0.025 200
   U         -0.001   -0.001  0.002   -0.002           0.002 200
   Q          0.029    0.031  0.025    0.006           0.023 200

  1. Am I correct in assuming C-index = 0.5 * ( Dxy + 1 ) ?
  2. If so, I am getting 0.5*(-0.3634+1) = 0.318 for the C-index. Does this make sense ?
  3. Should I be using some other measurement instead of C-index.

Thank you very much in advance.

Regards, Adai



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