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Thread: How can I calculate the area of ROC curve of a Cox model?

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    How can I calculate the area of ROC curve of a Cox model?




    I have created a Cox regression model on a dataset. Now I want to test its performance with the ROC curves, but I don't find any command in stata to do that. How can I do? is there another method to calculate the performance of cox model??

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    Re: How can I calculate the area of ROC curve of a Cox model?

    The equivalent statistic is Harrell's C, which you can calculate using -estat concordance-

    If you have a large dataset you'll find that -estat concordance- takes a long time to run, in which case you might want to use -somersd-, a Stata add-on package written by Roger Newson. You can install it using -ssc install somersd-, and read about how to use it here

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    Lore88x (11-19-2012)

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    Re: How can I calculate the area of ROC curve of a Cox model?

    so the Harrel's C is a "same" measure of performance? The roc doesn't exist for the cox model..... ok, thanks!!!

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    Re: How can I calculate the area of ROC curve of a Cox model?

    ok,

    How to plot the Harrell c or in a curve?
    how to plot a ROC curve for a cox hazard model?

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    Re: How can I calculate the area of ROC curve of a Cox model?


    Ok, thank you for infor

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