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
*************************************************
Related Posts with Compare (with p-values) Harrell C's statistics after the "estat concordance" command in STATA
Event Study helpHi i'm doing a 'market model' style event study. I'm looking at the effects of a Fed announcement u…
Moving Kurtosis & Skewness for Panel DataI have a panel data for 20000 stocks over a sample period from 1950 to 2018. What I need to do is to…
Problems with an unbalanced panelWhilst declaring my panel and time variables in order to do the synthetic control method, (synth), m…
Loop for specific range and store valueHello I am new to Stata. One of my assignment is to replicate Fama French 3. I did it in Matlab; how…
How to create an averaged scale from multiple variables?I would like to create an averaged scale created from five variables for each observation. Each of m…
Subscribe to:
Post Comments (Atom)
0 Response to Compare (with p-values) Harrell C's statistics after the "estat concordance" command in STATA
Post a Comment