Jan Verbesselt wrote:
Dear R list,
How can confidence interval be derived for e.g. the Tau-a coefficient or the
c index (area under ROC curve) such that I can compare the fitted lrm
(logistic) models with each other. Is this possible?
The aim is to conclude that one model is significantly better than other
model (a, b or c).
y~a (continu)+ d(catergoric)
y~b (continu)+ d(catergoric)
y~c (continu)+ d(catergoric)
I will look at residual deviance, the AIC, c-index en Tau-a to compare
different logistic models (lrm Design package). All extra advice is mostly
welcome!
Regards,
Jan
You can only do this if you have an independent test dataset that was
never used in model development or coefficient estimation. Given that,
look at the rcorrp.cens function in Hmisc.
Frank Harrell
___
ir. Jan Verbesselt
Research Associate
Lab of Geomatics Engineering K.U. Leuven
Vital Decosterstraat 102. B-3000 Leuven Belgium
Tel: +32-16-329750 Fax: +32-16-329760
http://gloveg.kuleuven.ac.be/
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Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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