CPE (version 1.2)

phcpe: Gonen & Heller Concordance Probability Estimate for the Cox Proportional Harzards model

Description

A function to calculate Gonen & Heller concordance probability estimate for the Cox proportional harzards model.

Usage

phcpe(coxfit)

Arguments

coxfit

a coxph or cph object

Value

• CPE
  Concordance Probability Estimate
• CPE.SE
  the Standard Error of Concordance Probability Estimate

References

Mithat Gonen and Glenn Heller. (2005). Concordance probability and discriminatory power in proportional hazards regression. Biometrika, 92, 4, pp.965-970

Examples

### create a simple data set for testing
set.seed(199)
nn <- 1000
time <- rexp(nn)
status <- sample(0:1, nn, replace=TRUE)
covar <- matrix(rnorm(3*nn), ncol=3)
survd <- data.frame(time, status, covar)
names(survd) <- c("time","status","x1","x2","x3")

library(survival)
coxph.fit <- coxph(Surv(time,status)~x1+x2+x3,data=survd)

### Calculate CPE and CPE.SE
library(CPE)
phcpe(coxph.fit)


#*** For unknown reason, 'coxph.fit' may need to be removed before running cph()***
rm(coxph.fit)

library(Design)
cph.fit <- cph(Surv(time, status)~x1+x2+x3, data=survd,method="breslow")

### Calculate CPE and CPE.SE
phcpe(cph.fit)