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by Super User
on ‎09-20-2013 06:18 PM

Do you have any published references to journals on the statistics you're recommending? Curious...

by Contributor mostater
on ‎09-20-2013 11:04 PM

Hi Reeza,

Here are some references...

Pencina, M. J. and D'Agostino, R. B. (2004) "Overall C as a measure of discrimination in survival analysis: model specific population value and confidence interval estimation", Statistics in Medicine, 23, pages 2109--2123, 2004.


Hajime Uno, Tianxi Cai, Michael J. Pencina, Ralph B. D’Agostino, and LJ Wei. On the C-statistics

for evaluating overall adequacy of risk prediction procedures with censored survival data. Statistics

in Medicine 2011, 30:1105-16.


Pencina MJ, D’Agostino RB, Steyerberg EW. Extensions of net reclassification improvement calculations to measure usefulness of new biomarkers. Statistics in Medicine 2011. doi:10.1002/sim.5647


Uno H, Tian L, Cai T, Kohane IS, Wei LJ. A unified inference procedure for a class of measures

to assess improvement in risk prediction systems with survival data, Statistics in Medicine 2012.

doi:10.1002/sim.5647

by SAS Employee OsoGris
on ‎11-12-2015 12:13 PM

I have been informed that a concordance index (c-index) should be available in PROC PHREG in the "next release" of SAS/STAT which is due, ostensibly, some time in 2016.   I do not know how fully featured this capability will be insofar as tests and comparisons are concerned.  Regardless it will be a very nice enhancement to PROC PHREG.

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