Dear all,
This is a recurrent question. After a Cox prediction model, we have the post estimation option of estat concordance that calculates the Harrell C for the model. After that, we add a new predictor to the previous model and re-run estat concordance which calculates the new Harrell C for the new model after the inclusion of the new predictor.
Is there a way to compare those 2 Harrell 's C statistics, calculated after the estat concordance commands?
I am aware of the excellent paper of Roger Newson, (ref.: The Stata Journal (2010) 10, Number 3, pp. 339–358. Comparing the predictive powers of survival models using Harrell’s C or Somers’ D) who perfectly explains the problem of doing such a thing and proposes the somersd package which i have been using with success.
However, apart from the somersd, is there a simpler (less robust i guess) method to compare the exact numbers that are calculated after the estat concordance command? It seems like in SAS for example there is a simple way to do that with no need to split the dataset into a training and validation set as with the somersd package in STATA. Is there anything similar in STATA?
Thank you very much for any help.
*************************************************
Panagiotis Antiochos, M.D.
Post-doctoral Research Fellow
Cardiac Magnetic Resonance Laboratory
Brigham and Women's Hospital
75 Francis Street, Boston, MA 02115
Phone: 617-938-7156
Email: pantiochos@bwh.harvard.edu
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