I have a follow up question to Dr Winsemius' post. You can use the AIC criterion against all possible cut off values C to see which minimizes the AIC and then that is the ideal cut off in trying to dichotomize a continuous variable. What I am wondering here is, does the survivalROC package, or any other package in R or function in SAS compute this? I have been reading and this does not seem to be addressed anywhere so please point me in the right direction.
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