topic Concordance Index Code in Statistical Procedures

Concordance Index Code

psrajput — Fri, 29 Jan 2021 08:00:37 GMT

Hi,

I need to calculate the Harell's Concordance Index or C-Index for a survival model. There are not many resources available online. Can someone help me with some simple code or macro?

I have the following variables: 5-6 predictor variables, attrition_score (or probability), actual_attrition (1 and 0).

From my research, I think I will only need attrition_score and actual_attrition and also that proc hpreg is used for the calculation. Not sure if I will need the duration of customer retention?

Thanks.

Re: Concordance Index Code

StatDave — Fri, 29 Jan 2021 16:36:20 GMT

If it is a survival model with a time-to-event response, use PROC PHREG. In the PROC PHREG statement, specify the CONCORDANCE(HARRELL) option. See the PHREG documentation for details.

When you are looking for a particular statistic in SAS, check the list of Frequently Asked-for Statistics (FASTats) in the Important Links section of the Statistical Procedures Community page.

Re: Concordance Index Code

psrajput — Fri, 29 Jan 2021 18:00:03 GMT

Thanks for the reply but the documentation doesn't help much.

- For example, it doesn't explain which method/variables are optional.
- There is a dataset used in the example but are these model predictors, the model score is not used?
- Can we use score deciles or scores in place of time? For Time*Status(0)