Bessy wrote:
Dear all R users,

I am building a Cox PH model on a small dataset. I am wondering how to
measure the predictive power of my cox model? Normally the ROC curve or Gini
value are used in logistic regression model. Is there any similar
measurement suitable for Cox model?

Also if I use C-index statistic to measure the predictive power, is it a
time-dependent value (i.e. do I need to calculate it for each time period?)
or we can calculate it as a single value for the whole model ignoring the
time?

Thank you so much.

Bessy

install.packages('Hmisc')
?rcorr.cens

--
Frank E Harrell Jr   Professor and Chairman        School of Medicine
                     Department of Biostatistics   Vanderbilt University

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