Censoring-adjusted C-statistic by Uno et al.
The vector of predictors obtained from the test data.
A positive number restricting the upper limit of the time range under consideration.
This function implements the censoring-adjusted C-statistic proposed by
Uno et al. (2011). It has the same interpretation as Harrell's C for
survival data (implemented in the
rcorr.cens function of the Hmisc
Uno's estimator is based on inverse-probability-of-censoring
weights and does not assume a specific working model for deriving the predictor
lpnew. It is assumed, however, that there is a one-to-one
relationship between the predictor and the expected survival times conditional
on the predictor. Note that the estimator implemented in
is restricted to situations where the random censoring assumption holds.
The estimated C-statistic.
Harrell, F. E., R. M. Califf, D. B. Pryor, K. L. Lee and R. A. Rosati (1982).
Evaluating the yield of medical tests.
Journal of the American Medical Association 247, 2543–2546.
Harrell, F. E., K. L. Lee, R. M. Califf, D. B. Pryor and R. A. Rosati (1984).
Regression modeling strategies for improved prognostic prediction.
Statistics in Medicine 3, 143–152.
Uno, H., T. Cai T, M. J. Pencina, R. B. D'Agostino and W. L. Wei (2011).
On the C-statistics for evaluating overall adequacy of risk prediction procedures with censored survival data.
Statistics in Medicine 30, 1105–1117.
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TR <- ovarian[1:16,] TE <- ovarian[17:26,] train.fit <- coxph(Surv(futime, fustat) ~ age, x=TRUE, y=TRUE, method="breslow", data=TR) lpnew <- predict(train.fit, newdata=TE) Surv.rsp <- Surv(TR$futime, TR$fustat) Surv.rsp.new <- Surv(TE$futime, TE$fustat) Cstat <- UnoC(Surv.rsp, Surv.rsp.new, lpnew) Cstat
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