coxphCPE {clinfun} | R Documentation |
Concordance Probability Estimate for Cox model
Description
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.
Usage
coxphCPE(phfit, out.ties=FALSE)
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
## Not run: library(survival)
data(pbc)
pbcfit <- coxph(Surv(time, status==2) ~ trt + log(copper), pbc,
subset=(trt>0 & copper>0))
coxphCPE(pbcfit)
## End(Not run)