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
Frank H added: > install.packages('Hmisc') > ?rcorr.cens You can also use the survConcordance function, which is part of the survival package. (Why two functions? I wrote this one before I was aware of Frank's.) Terry T ______________________________________________ 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.