C-statistic by Begg et al.
Details
This function implements the C-statistic proposed by Begg et al. (2000). It
has the same interpretation as Harrell's C for survival data (implemented in
the rcorr.cens
function of the Hmisc package). BeggC
is restricted to Cox regression. Specifically, it is assumed that lp
and lpnew
are the predictors of a Cox proportional hazards model.
Estimates obtained from BeggC
are valid as long as the Cox model is
specified correctly.
References
Begg, B. C., L. D. Craemer, E. S. Venkatraman and J. Rosai (2000).
Comparing tumor staging and grading systems: a case study and a review of
the issues, using thymoma as a model.
Statistics in Medicine
19, 1997–2014.
Examples
data(cancer,package="survival")
TR <- ovarian[1:16,]
TE <- ovarian[17:26,]
train.fit <- survival::coxph(survival::Surv(futime, fustat) ~ age,
x=TRUE, y=TRUE, method="breslow", data=TR)
lp <- predict(train.fit)
lpnew <- predict(train.fit, newdata=TE)
Surv.rsp <- survival::Surv(TR$futime, TR$fustat)
Surv.rsp.new <- survival::Surv(TE$futime, TE$fustat)
Cstat <- BeggC(Surv.rsp, Surv.rsp.new, lp, lpnew)
Cstat
#> [1] 0.6757624