Patrick royston additional contact information patrick royston. I discriminated the nomogram with harrell s c index but now i am stuck. Harrell s c index is not available as a postestimation statistic after stcrreg or any parametric survival model. Need to calculate harrell s c statistics or whats know by c index. I tried the stcstat program that i found online but that doesnt. Stata provides the estat concordance command to calculate the rank parameters harrell s c and somers d as measures of the ordinal predictive power of a model. Montrezl harrell s unrivaled work ethic stood out at an early age. The acci scores provided better discriminatory ability with a smaller akaike information criterion and greater harrell s c statistic for 3year overall survival compared to the charlson comorbidity index or elixhauser comorbidity index. A higher c index or a smaller bic value indicated a more desirable model for predicting the outcome. Bootstrapping harrell s c problem with freezing model to establish optimism. On the cstatistics for evaluating overall adequacy of. Assessment of discrimination in survival analysis c statistics, etc references. Can anyone help me to graphically represents the harrels c index in stata 14. On the c statistics for evaluating overall adequacy of risk prediction procedures with censored survival data.
I dont know why harrell s c is not available afert parametric survival model. Comparing the predictive power of survival models using harrell s c or somers d. Ive been using lroc command following logit to calculate c statistics. Stata provides the estat concordance command to calculate the rank parameters harrells c. Comparing the predictive power of survival models using harrells c or somers d.
I really appreciate your help in calculating a c index. I posted some sample code below, including a test data set to act like an external validation set. However, no confidence limits or p values are provided to compare the predictive power of distinct models. Stata module for harrell davis estimator of quantiles, statistical software components s449601, boston college department of economics. Assessment of discrimination in survival analysis c. So the next question is to compare the discrimination ability of the three models. Pdf comparing the predictive powers of survival models. Stata module to compute harrell s c index for flexible parametric models. We used the harrells cindex 27 to compare tbs and frailty.
Greg heath on 7 sep 2014 i am doing survival analysis using neural networks, i would like to calculate harrell s c index as. Statistical software components from boston college department of. Could anyone kindly suggest the method to compare the harrell c index. Reading the help file says to use the transf c option to transform d to the probability scale of the c. Stata module to compute harrells cindex for flexible. How can i calculate the area of roc curve of a cox model. However, it is definitely available after the somersd command, downloadable from ssc. Harrell s c statistic is not directly available in proc phreg or other sas.
The somersd package, downloadable from statistical software. Conventional measures of predictive ability need modification for this design. Note that, if you want harrell s c to have confidence limits that can be taken seriously, then the hazard ratio should be derived using outofsample prediction from a cox model fitted to a different dataset from the dataset in which you estimate harrell s c. I have a followup question regarding the c statistics. Statistical analysis was performed using stata software version 12. Are there any suggestions for creating a nomogram for the prediction of cancer patient survival. This family is implemented in stata by using the somersd package, which can be downloaded from statistical software. The sas system provides biologists with a flexible, easy to use software package for data analysis. Requests for stata code are offtopic here and the emphasis on stata code would stretch people more accustomed to other software. Harrell s c statistic five potential alternate staging systems were generated at age cutpoints in 5year increments from 35 to 70 years, and tested for model discrimination harrell s c. Regression modeling strategies presents fullscale case studies of nontrivial datasets instead of oversimplified illustrations of each method. Id like to be able to calculate the c statistic c index for my proc phreg model. Derivation and assessment of risk prediction models using. These case studies use freely available r functions that make.
Im also not able to use the estat concordance command suggested. Harrell s c and somers d are members of the kendall family of rank parameters. Is there any stata code for calculating the c index also known as c statistics and concordance statistics, for fine gray i found an r package that does this but i have no idea how to do it in stata. If reasonable to ignore this, frank harrells rms package, as mentioned. Domantas sabonis faces off against montrezl harrell in the first round of the nba 2k players tournament. Statistical thinking this blog is devoted to statistical thinking and its impact on science and everyday life.
However, i have written a stata journal article about how to carry out such a procedure in stata using somersd, and the issues involved newson, 2010. Need to calculate harrells cstatistics or whats know by. Emphasis is given to maximizing the use of information, avoiding statistical pitfalls, describing. Sas code or macro for calculating cindex and roc curves. The concordance probability is a widely used measure to assess discrimination of prognostic models with binary and survival endpoints. Comparing the predictive powers of survival models using harrell s c or somers d article pdf available in stata journal 103. Mrc clinical trials unit statistical software components from boston college department of economics. In a dataset with survival event, i calculated harrell c index from three different models. Stata module to compute harrell s c index for flexible parametric models, statistical software components s457227, boston college department of economics.
How to compare harrell cindex from different models in. Comparing the predictive powers of survival models using harrells c or. This module should be installed from within stata by typing ssc install stcstat2. The stata 9 version of somersd uses the mata language for improved computational e. We show how harrell s c index, roystons d, and the categorybased and continuous versions of the net reclassification index. Comparing the predictive powers of survival models using harrells. Stata programs of interest either to a wide spectrum of users e. This module should be installed from within stata by typing ssc install. This variable might be calculated after a cox regression by using the predict command with the hr option. The equivalent statistic is harrell s c, which you can calculate using estat concordanceif you have a large dataset youll find that estat concordance takes a long time to run, in which case you might want to use somersd, a stata.
On april 23, 2014, statalist moved from an email list to a forum. The ageadjusted charlson comorbidity index is a better. The somersd package, downloadable from statistical software components, can. Concordance for prognostic models with competing risks. I tried the stcstat program that i found online but that doesnt seem. What would you have to do to account for clustering in the c index calculations or is it sufficient that i used the predicated survival values from a cluster adjusted proc phreg to then calculate. The stata journal comparing the predictive power of. I wonder if there is a command or a method in stata that can calculate the point estimate and 95% confidence interval of c.
Sas code or macro for calculating cindex and roc curves for cox models. Estimating harrell s optimism on predictive indices using bootstrap samples yinghui miao, ncire, san francisco, ca. Bootstrapping harrell s c problem with freezing model to establish optimism stepwise etc. How can i calculate concordance cstatistic cindex for clustered. Computing cindex for an external validation of a cox ph.
Cindex confidence interval statalist the stata forum. Id like to be able to calculate the cstatisticcindex for my proc phreg model. Concordance with timedependent covariates 6 april 17, 2007 individuals who are tied in both predictor and time are counted in ti and not in pi. How can i calculate concordance c statistic c index for clustered survival data. If you use stata, you get the results immediately after just enter the.
Newson national heart and lung institute, imperial college london. I believe you need to use somers d, sometimes abbreviated as dyx or dxy, using the package somersd to compute the confidence interval. However, lroc provides area under roc curve as point estimate. Are there any suggestions for creating a nomogram for the.
Somers d is a parameter equal to zero under the null hypothesis tested by the wilcoxon or mannwhitney ranksum test, and can be used to calculate confidence intervals for harrell s c index, for areas under receiver operating characteristic roc curves, and for differences between harrell s c. Stata postestimation command estat concordance see st stcox. Casecohort studies are increasingly used to quantify the association of novel factors with disease risk. In principle, the difference between 2 harrells c statistics can be. The preoperative neutrophil to lymphocyte ratio is a. Science citation index expanded also known as scisearchr. How can i calculate harrells c for a proportional hazards. Comparing the predictive powers of survival models using.
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