[R] C-index and Cox model

[Terry Therneau]

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