| survConcordance {survival} | R Documentation |
This function computes the concordance between a right-censored survival time and a single continuous covariate
survConcordance(formula, data, weights, subset, na.action)
formula |
a formula with a survival time on the left and a single covariate on the right. |
data |
a data frame |
weights,subset,na.action |
as for coxph |
Concordance is defined as Pr(agreement) for any two randomly chosen observations, where in this case agreement means that the observation with the shorter survival time of the two also has the larger risk score. The predictor (or risk score) will often be the result of a Cox model or other regression.
For continuous covariates concordance is equivalent to Kendall's tau, and for logistic regression is is equivalent to the area under the ROC curve. A value of 1 signifies perfect agreement, .6-.7 a common result for survival data, .5 an agreement that is no better than chance, and .3-.4 the performace of some stock market analysts.
The computation involves all n(n-1)/2 pairs of data points in the sample. For survival data, however, some of the pairs are incomparable. For instance a pair of times (5+, 8), the first being a censored value. We do not know whether the first survival time is greater than or less than the second. Among observations that are comparable, pairs may also be tied on survival time (but only if both are uncensored) or on the predictor. The final concondance is (agree + tied/2)/(agree + disagree + tied).
There is, unfortunately, one aspect of the formula above that is unclear. Should the count of ties include observations that are tied on survival time y, tied on the predictor x, or both? In 2 by 2 tables, Kendall's tau-b is equal to (agree - disagree)/ n, where n is the geometric mean of (agree + disagree + tied.x) and (agree + disagree + tied.y). The Goodman-Kruskal Gamma statistic is (agree-disagree)/(agree + disagree), ignoring ties. It ranges from -1 to +1 similar to a correlation coefficient.
In this program we count those observations which were tied on x, but not tied on y (survival time), as `ties'. All of the components are returned in the result, however, so people can compute other combinations if interested. (If two observations have the same survival and the same x, they are counted in the tied.time category).
an object containing the concordance, followed by the number of pairs that agree, disagree, are tied, and are not comparable.
summary.coxph
survConcordance(Surv(time, status) ~age, data=lung) ## Not run: n= 228 Concordance= 0.5501899 , Gamma= 0.1034234 agree disagree tied.x tied.time incomparable 10717 8708 589 28 5836 ## End(Not run) options(na.action=na.exclude) fit <- coxph(Surv(time, status) ~ ph.ecog + age + sex, lung) survConcordance(Surv(time, status) ~predict(fit), lung) ## Not run: n=227 (1 observations deleted due to missing values) Concordance= 0.6371102 , Gamma= 0.2759638 agree disagree tied.x tied.time incomparable 12544 7118 125 28 5836 ## End(Not run)