Happy Tuesday Everyone!
I have built a Weibull survival model using proc lifereg and I now need to validate it using the bootstrap approach.
As per the study protocol I need to calculate the Nagelkerke’s R2 and C-statistics.
In validation I continue needing to use proc lifereg. I did some search for the option for c statistics for proc lifereg and it seems proc lifereg does not have this option.
First of all is it right proc lifereg does not support the option for c statistics? If it is true what alternative I may use to fulfill the same purpose?
Can anyone please advise?
Thank you in advance.
Look in below paper for 'modified' concordance statistic (or C-statistic) in survival models.
In the context of survival analysis, various C-statistics have been formulated to deal with right-censored data (Harrell 1986; Uno et al. 2011).
Paper SAS462-2017Evaluating Predictive Accuracy of Survival Models with PROC PHREGChangbin Guo, Ying So, and Woosung Jang, SAS Institute Inc.
Thank you for sharing that paper.
I use proc lifereg. It seems it does not support the c statistics.
Any further comments?
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