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In a dataset with survival event, I calculated Harrell C-index from three different models. Furthermore, I calculated the 95% C.I. for the three different models.

So the next question is to compare the discrimination ability of the three models.

Could anyone kindly suggest the method to compare the Harrell C-index?

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Harrell would advise that you NOT do so:

How to do ROC-analysis in R with a Cox model

Doing model comparison with LR statistics is more powerful than using methods that depend on an asymptotic distribution of the C-index.

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  • $\begingroup$ Thanks DWin. Actually I have performed LR test to test the predictive adequacy index of the 3 model (vs. combined). The confusing point is I found the model with the highest C-index but have moderate adequacy index. $\endgroup$ – Yao Zhu Oct 28 '11 at 7:45
  • $\begingroup$ Or another alternative is: using bootstrap, I calculate the 3 C-index in every resampled population. Thus, I get the 95% CI of the C-index of the differences between model A/B/C. The one with 95% CI >0 is the "significant" better? $\endgroup$ – Yao Zhu Oct 28 '11 at 7:50

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