concordance

0th

Percentile

Compute the concordance statistic for data or a model

The concordance statistic compute the agreement between an observed response and a predictor. It is closely related to Kendall's tau-a and tau-b, Goodman's gamma, and Somers' d, all of which can also be calculated from the results of this function.

Keywords
survival
Usage
concordance(object, …)
# S3 method for formula
concordance(object, data, weights, subset, na.action,
  cluster, ymin, ymax, timewt= c("n", "S", "S/G", "n/G", "n/G2", "I"),
  influence=0, ranks = FALSE, reverse=FALSE, timefix=TRUE, keepstrata=10, …)
# S3 method for lm
concordance(object, …, newdata, cluster, ymin, ymax,
  influence=0, ranks=FALSE, timefix=TRUE, keepstrata=10)
# S3 method for coxph
concordance(object, …, newdata, cluster, ymin, ymax,
  timewt= c("n", "S", "S/G", "n/G", "n/G2", "I"), influence=0,
  ranks=FALSE, timefix=FALSE, keepstrata=10)
# S3 method for survreg
concordance(object, …, newdata, cluster, ymin, ymax,
  timewt= c("n", "S", "S/G", "n/G", "n/G2", "I"), influence=0,
  ranks=FALSE, timefix=FALSE, keepstrata=10)
Arguments
object

a fitted model or a formula. The formula should be of the form y ~x or y ~ x + strata(z) with a single numeric or survival response and a single predictor. Counts of concordant, discordant and tied pairs are computed separately per stratum, and then added.

data

a data.frame in which to interpret the variables named in the formula, or in the subset and the weights argument. Only applicable if object is a formula.

weights

optional vector of case weights. Only applicable if object is a formula.

subset

expression indicating which subset of the rows of data should be used in the fit. Only applicable if object is a formula.

na.action

a missing-data filter function. This is applied to the model.frame after any subset argument has been used. Default is options()\$na.action. Only applicable if object is a formula.

multiple fitted models are allowed. Only applicable if object is a model object.

newdata

optional, a new data frame in which to evaluate (but not refit) the models

cluster

optional grouping vector for calculating the robust variance

ymin, ymax

compute the concordance over the restricted range ymin <= y <= ymax. (For survival data this is a time range.)

timewt

the weighting to be applied. The overall statistic is a weighted mean over event times.

influence

1= return the dfbeta vector, 2= return the full influence matrix, 3 = return both

ranks

if TRUE, return a data frame containing the individual ranks that make up the overall score.

reverse

if TRUE then assume that larger x values predict smaller response values y; a proportional hazards model is the common example of this.

timefix

if the response is a Surv object, correct for possible rounding error; otherwise this argument has no effect. See the vignette on tied times for more explanation. For the coxph and survreg methods this issue will have already been addressed in the parent routine, so should not be revisited.

keepstrata

either TRUE, FALSE, or an integer value. Computations are always done within stratum, then added. If the total number of strata greater than keepstrata, or keepstrata=FALSE, those subtotals are not kept in the output.

Details

At each event time, compute the rank of the subject who had the event as compared to all others with a longer survival, where the rank is value between 0 and 1. The concordance is a weighted mean of these values, determined by the timewt option. For uncensored data each unique response value is compared to all those which are larger.

Using the default value for timewt, this gives the area under the receiver operating curve (AUC) for a binary response, Harrell's c-statistic when the response is a survival time, and (d+1)/2 when y is continuous, where d is Somers' d.

When the number of strata is very large, such as in a conditional logistic regression for instance (clogit function), a much faster computation is available when the individual strata results are not retained. In the more general case the keepstrata = 10 default simply keeps the printout managable.

Value

An object of class concordance containing the following components:

concordance

the estimated concordance value or values

count

a vector containing the number of concordant pairs, discordant, tied on x but not y, tied on y but not x, and tied on both x and y

n

the number of observations

var

a vector containing the estimated variance of the concordance based on the infinitesimal jackknife (IJ) method. If there are multiple models it contains the estimtated variance/covariance matrix.

cvar

a vector containing the estimated variance(s) of the concordance values, based on the variance formula for the associated score test from a proportional hazards model. (This was the primary variance used in the survConcordance function.)

dfbeta

optional, the vector of leverage estimates for the concordance

influence

optional, the matrix of leverage values for each of the counts, one row per observation

ranks

optional, a data frame containing the Somers' d rank at each event time, along with the time weight, case weight of the observation with an event, and variance (contribution to the proportional hazards model information matrix). A weighted mean of the ranks equals Somer's d.

See Also

coxph

Aliases
  • concordance
  • concordance.coxph
  • concordance.formula
  • concordance.lm
  • concordance.survreg
Examples
# NOT RUN {
fit1 <- coxph(Surv(ptime, pstat) ~ age + sex + mspike, mgus2)
concordance(fit1, timewt="n") 

# logistic regression
fit2 <- glm(pstat ~ age + sex + mspike, binomial, data= mgus2)
concordance(fit2)  # equal to the AUC
# }
Documentation reproduced from package survival, version 3.1-11, License: LGPL (>= 2)

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