clinfun (version 1.1.5)

coxphCPE: 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)

Value

coxphCPE returns a vector with CPE, smooth.CPE and se.CPE which are the estimate, the smoothed estimate and its standard error respectively.

Arguments

phfit

output from a proportional hazards fit.

out.ties

binary flag to decide if pairs with tied risk scores should be used.

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)
  pbcfit <- coxph(Surv(time, status==2) ~ trt + log(copper), pbc,
    subset=(trt>0 & copper>0))
  coxphCPE(pbcfit)