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