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Nagi
Fluorite | Level 6

Hello everyone,

 

I am trying to compare c statistics between 2 models based on Cox proportional hazards model. I found out the way to calculate each c statistics of Cox models like below.

 

proc phreg data=nm concordance ;
model death_year*death(0) = sbp_m1;
run;

 

proc phreg data=nm concordance ;
model death_year*death(0) = sbp_m2;
run;

 

I want to compare 2 models: Y(death) = a + b・X(sbp_m1) and Y(death) = a' + b'・X'(sbp_m2)  using c statistics.

I think that there should be a statistics test which tests the null hypothesis; "c statistics (Model 1) - c statistics (Model 2) = 0". But I have no idea about the corresponding code.

 

Does anyone know it?

Any comments are welcome. 

 

Sincerely,

 

Nagi

 

 

2 REPLIES 2
OsoGris
SAS Employee

I don't believe there is any code that can compare two c-statistics from two different models here. 

Nagi
Fluorite | Level 6

Thank you for your reply!

 

So, is there no way to test a difference between c statistics? 

I have found p value between them in some papers. How did they calculate it?

 

Many thanks,

 

Nagi

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