Concordance Probability Estimate for Cox model
coxphCPE.Rd
Calculates the Concordance Probability Estimate for a Cox proportional hazards model. Both the Gonen and Heller (2005) version for continuous risk score and Heller and Mo (2016) for discrete risk score can be calculated.
Arguments
- phfit
output from a proportional hazards fit.
- out.ties
binary flag to decide if pairs with tied risk scores should be used.
Value
coxphCPE returns a vector with CPE, smooth.CPE and se.CPE which are the estimate, the smoothed estimate and its standard error respectively.
References
Gonen M and Heller G. (2005) Concordance probability and discriminatory power in proportional hazards regression. Biometrika 92, 965-970.
Heller G and Mo Q. (2016). Estimating the concordance probability in a survival analysis with a discrete number of risk groups. Lifetime Data Analysis, 22,263-79.
Examples
if (FALSE) library(survival)
data(pbc)
#> Warning: data set ‘pbc’ not found
pbcfit <- coxph(Surv(time, status==2) ~ trt + log(copper), pbc,
subset=(trt>0 & copper>0))
#> Error in coxph(Surv(time, status == 2) ~ trt + log(copper), pbc, subset = (trt > 0 & copper > 0)): could not find function "coxph"
coxphCPE(pbcfit)
#> Error in coxphCPE(pbcfit): object 'pbcfit' not found