From: Frank E Harrell Jr <f.harrell_at_vanderbilt.edu>

Date: Sat 03 Sep 2005 - 09:55:46 EST

Date: Sat 03 Sep 2005 - 09:55:46 EST

Adaikalavan Ramasamy wrote:

> 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
*

No, that just means predictions are better than random.

> 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 ) ?
*

Yes

*>
*

> 2) If so, I am getting 0.5*(-0.3634+1) = 0.318 for the C-index. Does

*> this make sense ?
*

For the Cox model, the default calculation correlates the linear predictor with survival time. A large linear predictor (large log hazard) means shorter survival time. To phrase it in the more usually way, negate Dxy before computing C.

Frank

*>
*

> 3) Should I be using some other measurement instead of C-index.

*>
**> Thank you very much in advance.
**>
**> Regards, Adai
**>
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**>
*

-- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.htmlReceived on Sat Sep 03 10:15:36 2005

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