[R] Confidence interval for Tau-a or c-index to compare logistic lrm (binary) models with each other.

Jan Verbesselt Jan.Verbesselt at biw.kuleuven.be
Tue Mar 22 18:20:24 CET 2005

Dear R list,

How can confidence interval be derived for e.g. the Tau-a coefficient or the
c index (area under ROC curve) such that I can compare the fitted lrm
(logistic) models with each other. Is this possible?

The aim is to conclude that one model is significantly better than other
model (a, b or c). 

y~a (continu)+ d(catergoric)
y~b (continu)+ d(catergoric)
y~c (continu)+ d(catergoric)

I will look at residual deviance, the AIC, c-index en Tau-a to compare
different logistic models (lrm Design package).  All extra advice is mostly


ir. Jan Verbesselt 
Research Associate 
Lab of Geomatics Engineering K.U. Leuven
Vital Decosterstraat 102. B-3000 Leuven Belgium 
Tel: +32-16-329750   Fax: +32-16-329760

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