[R] rcorrp.cens and U statistics

pietro bulian pibulian at yahoo.it
Tue Sep 8 21:57:18 CEST 2009


I have two alternative Cox models with C-statistics 0.72 and 0.78. My question is if 0.78 is significantly greater than 0.72. I'm using rcorrp.cens. I cannot find the U statistics in the output of the function. This is the output of the help example:

> x1 <- rnorm(400)
> x2 <- x1 + rnorm(400)
> d.time <- rexp(400) + (x1 - min(x1))
> cens   <- runif(400,.5,2)
> death  <- d.time <= cens
> d.time <- pmin(d.time, cens)
> rcorrp.cens(x1, x2, Surv(d.time, death))
               Dxy               S.D. x1 more concordant x2 more concordant                  n            missing         uncensored     Relevant Pairs 
     -8.902077e-03       2.649712e-01       4.955490e-01       5.044510e-01       4.000000e+02       0.000000e+00       4.000000e+00       1.348000e+03 
         Uncertain               C X1               C X2             Dxy X1             Dxy X2 
      1.582520e+05       9.955490e-01       9.762611e-01       9.910979e-01       9.525223e-01 

Should I manually calculate the U statistics interpreting the fraction "x1 more concordant" and "x2 more concordant" of the "Relevant Pairs" as Uxy and Uyx? 

many thanks for any help or suggestion

Pietro Bulian







More information about the R-help mailing list