Hi, I'm trying to calculate 95% confidence interval of C statistic of logistic regression model using rcorr.cens in rms package. I wrote a brief function for this purpose as the followings;
CstatisticCI <- function(x) # x is object of rcorr.cens. { se <- x["S.D."]/sqrt(x["n"]) Low95 <- x["C Index"] - 1.96*se Upper95 <- x["C Index"] + 1.96*se cbind(x["C Index"], Low95, Upper95) } Then, > MyModel.lrm.rcorr <- rcorr.cens(x=predict(MyModel.lrm), S=df$outcome) > MyModel.lrm.rcorr C Index Dxy S.D. n missing uncensored 0.8222785 0.6445570 0.1047916 104.0000000 0.0000000 104.0000000 Relevant Pairs Concordant Uncertain 3950.0000000 3248.0000000 0.0000000 > CstatisticCI(x5factor_final.lrm.pen.rcorr) Low95 Upper95 C Index 0.8222785 0.8021382 0.8424188 I'm not sure what "S.D." in object of rcorr.cens means. Is this standard deviation of "C Index" or standard deviation of "Dxy"? I thought it is standard deviation of "C Index". Therefore, I wrote the code above. Am I right? I would appreciate any help in advance. -- Kohkichi Hosoda M.D. Department of Neurosurgery, Kobe University Graduate School of Medicine, ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.