Questions tagged [concordance]

Concordance measures the level of agreement when different raters or judges are evaluating the same units. Many different measures of concordance exist, some of them are Krippendortff's alpha and Cohen's kappa. ICC intraclass correlation coefficients are closely related.

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Why does random survival forest use Cumulative Hazard Function to calculate C Index?

I am working with Random Survival Forests and I found out in the documentation that it uses Sum of Cumulative Hazard Function to define a worse predicted outcome, which is subsequently used to compute ...
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Comparison of experimental method against gold standard?

I have a method X, assumed to be the gold standard. Then, I have a method Y. The response variable (for example, weight) is a continuous variable. For a sample of n individuals, the response variable ...
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Customized concordance index for survival analysis in python

I am trying to build a two-stage model where I classify my data and split it into two datasets. I then fit a Cox Proportional Hazard model to each dataset and make predictions and can calculate the C-...
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Does the t-copula capture serial nonlinear dependence?

Say $\mathbf{Y}=[y_1,\cdots,y_n]'$ with elements that are uncorrelated, yet serially dependent. As a result, in the literature, the means of allowing for nonlinear serial dependence for processes ...
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Condition for concordance correlation coefficient equals -1

Lin's concordance correlation coefficient (CCC) which is used to quantify the extent of agreement between two measures ranges between [-1,1]. I want to know under what condition does perfect ...
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234 views

Evaluating fitness of CoxPH survival regression model with Concordance-index

I'm doing a survival analysis for cancer patients. I have two different models for two different types of cancer (different datasets). Some key differences between model 1 and 2 are: Model 1 has only ...
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1answer
32 views

Concordance estimate survival data in long format

I would like to use concordance to have an idea of my models discrimination power. Because I have time dependent covariates, the time to event data is in a "long" format, i.e. one row per ...
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Concordance correlation always less than or equal to pearson correlation

Can someone explain intuitively (or even mathematically) why Lin's concordance correlation coefficient (CCC) is always less than or equal to pearson's correlation coefficient (PCC). A related query ...
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Is it necessary to do multiple hypothesis testing for AUC comparison? [closed]

Dear all: Is it necessary to do multiple hypothesis testing for AUC comparison. For example, if I calculate AUC from logistic regression, there is an AUC value. As we know, we can compare two models ...
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Can you have a concordance statistic (discrimination) when predicting a continuous outcome?

I'm writing a proposal for a prediction model predicting BP (continuous outcome, predicting trend over time). For assessing model performance, I'm seeing discrimination and calibration as the most ...
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1answer
43 views

circular ranked lists

I have two lists which are circular, in that given list ['A','B','C','D','E'] 'A' and 'E' are the same distance apart as 'A' and 'B' and so on. Given I have rankings R1=['A','B','C','D','E'] R2=['...
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Cohen's kappa and confounders

I'm interested in how certain factors affect the inter-rater reliability of two driving examiners (sitting in the back seats) in deciding whether to pass or fail the examinee. For example, age, ...
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Does a high negative concordance imply reproducible features

Does a high negative(-1) Lin's concordance correlation coefficient(Lins CCC) imply reproducible features ? I am calculating Lin's CCC of radiomic features between two different CT scan settings , ...
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What are the pros and cons of different metrics for evaluating a logistic regression model?

In the data science world, I have always evaluated the performance of logistic regression models simply using ROC/AUC. However recently, I've read from some traditional statistics source about some ...
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Theoretical computation Kendall's tau [closed]

While working with rank correlation statistics of samples, specifically Spearman's rho and Kendall's tau, I came across the interesting theoretical interpretation of Kendall's tau. It can be viewed as ...
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Use median survival time to calculate CPH c-statistic?

I'm interested in calculating the concordance ($c$-statistic) of a proportional hazards model. For reference, the c-statistic is detailed in Stat Med. 1996 Feb 28;15(4):361-87. The relevant quote ...
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970 views

Correct interpretation of Kendall's W

This is a follow-up to my earlier question. Let me summarise what the original question dealt with. I asked whether I could compute Kendall's W for a case where the same question was asked for ...
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Kendall's W for a series of answers about the same phenomenon in different entities

I have a question about the proper usage of Kendall's coefficient of concordance (Kendall's W). Suppose a series of questions were asked how democratic certain organisations are. Each question was the ...
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How to interpret concordance index in Cox models?

I'm new using the survival package in R. Consider an example provided with the package: ...
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How to manually calculate concordance for a coxPH model

I am struggling to work out how the concordance statistic of a coxPH model is derived. I have built a coxPH model on a small dataset (4 observations). The resultant model is given below: ...
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What is the right measure to compare survival models?

Suppose that there are N patients indexed by n = 1, 2, ..., N. Suppose that I estimate two different survival models M1 and M2. Model $i$ gives a risk score $r_n^i$ for patient $n$. According to ...
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AUC/C-index confidence interval estimate

Is there a way to compute an estimate of the AUC/C-index confidence interval, simply by using a mean AUC/C-index and sample size?
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How does AUC of ROC equal concordance probability? [duplicate]

If this answer on Quora is correct then I think I understand what concordance probability is. However, I also find that this answer on StackExchange provides the formula of concordance probability ...
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How to calculate the standard deviation of the C-index?

I fitted a coxph model and below is the concordance details from my object named cx. I can see that ...
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Concordance index in survival and rms packages

I would like to compute concordance index to validate Cox model. From the following post concordance rms I know that I can use rms package and ...
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613 views

How to calculate concordant percentage in a validation data

I've created a logistic regression model in R using the glm function using a bank data and. I am able to get the AIC value, coefficients, percentage concordant, tied and discordant pairs in test and ...
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using non-cancerous patients to predict survival time from cancer?

I have data that consists of lab test results for patients, cancer dates for those who got cancer, and time till death/censor from that cancer. This cancer is both rare (most of the patients never get ...
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Kendall W for continuous data

Simple question: can I use the Kendall W test for continuous data? Cuz I used it for a bunch of continuous variables and almost all coefficients are very close to 1, with p-values very very very small ...
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1answer
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Is it normal for logistic regression, to have predictors which have good Wald's Chi Sq, but still bad performance?

I have trying to build a logistic model with some 10 variables. All of those variables have Wald Chi sq value<500. All are highly significant p-value<0.0001. Event rate is about 3%. The ...
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287 views

classification for concordance index

In this paper (and in most of the others I found), the authors want to find a continuous predictor that maximizes the concordance index. I would like to have a binary classifier instead that ...
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Can Cohen's kappa be used for raters with different but related targets?

There are two binary raters: Rater 1 is certified to assess the ability of people to drive a taxi. Rater 2 is certified to assess the ability of people to drive a lorry. Rater 1 and 2 have both ...
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How to compare predictive power of survival models?

Frank Harrell describes the concordance (or Somer's D) as not being sensitive enough to compare multiple survival models for their diagnostic ability, and I've observed this in my own work with ...
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247 views

Interpreting a concordance < 0.5 in survival analysis

I've seen it detailed that a concordance of < 0.5 can be viewed as a measure of better than random predictive power, similarily to the AUC. When a classifier obtains an AUC of 0.2, you know that it'...
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Inter-(-intra) class correlation coefficient or intra-(inter-) concordance coefficient in python

My question is about how to calculate inter-(intra-) class correlation coefficient (ICC) or intra-(inter-) concordance coefficient (CCC), ideally in python. My dataset consists of several dozen ...
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Cox regression covariate specific concordance independent of distribution of covariates in sample?

Concordance seems to be a very good metric for telling you how well the model allows you to order individuals for the particular sample that is being used. However, when applying a cox regression ...
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Bland-Altman (Tukey Mean-Difference) plot for differing scales

I find that Bland-Altman plots for comparing two methods are extremely useful in assessing agreement. However, I'm curious if there is a similar method or transformation that can be used when the ...
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Quantifying consistency between two groups of raters

I have two groups of people, group A (62 people) and group B (8 people), and each person in each group responded to a test with the same 8 questions where the answer to each question was one of the ...
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756 views

Does concordance correlation require data to be normally distributed?

I would like to know if the results from Device 'A' and Device 'B' are in agreement when measuring the same thing. I have 258 pairs of results. The results are interval variables and have the same ...
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371 views

How does a discordance test work?

Could someone explain how the discordance test works (and what it actually is)? The explanations I found online are unclear: [...] the concordance test can be viewed as the evaluation of the ...
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224 views

C-statistic for comparison of incidence rate poisson to cumulative incidence logistic models

I'm looking to compare the capacity of two models for predicting who does, and who does not, develop a certain infection during a hospital stay. Both models are based on the exact same patients, but ...
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Stratified concordance index (survival::survConcordance)

What is the idea of having a stratified concordance (C-index) in survival::survConcordance, as opposed to computing the concordance over all samples ignoring the strata? Can there be some inflation ...
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Concordance vs. Sensitivity

I am confused between these two terms: sensitivity and concordance. What I understand about these two terms: Concordance: the number of pairs where actual 1s have higher predicted probability of ...