powered by
Calculates the Concordance Probability Estimate for a Cox model.
coxphCPE(phfit)
output from a proportional hazards fit.
coxphCPE returns a vector with CPE, smooth.CPE & se.CPE which are the estimate, the smoothed estimate and its standard error respectively.
Gonen M and Heller G. (2005) Concordance probability and discriminatory power in proportional hazards regression. Biometrika 92, 965-970.
# NOT RUN { library(survival) data(pbc) pbcfit <- coxph(Surv(time, status==2) ~ trt + log(copper), pbc, subset=(trt>0 & copper>0)) coxphCPE(pbcfit) # }
Run the code above in your browser using DataLab