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Questions tagged [somers-d]

Somers' $d$ is a measure of ordinal association between ordinal or continuous variables (converted to ranks)

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56 views

What is a reliable way to obtain an optimism-correct AUC with confidence limits?

I have seen that Frank Harrell's rms package does not offer a CI for Somers Dxy (and subsequently the c-statistic/AUROC). I am trying to look at a method with ...
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20 views

Comparing the predictive powers of survival models using Harrell’s C in R

My question is quite concrete. Does anybody know if the approach published in [1] to compare the performance of two models using the Harrell's C or Somers’ D is available in R? I've done a search ...
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1answer
201 views

Somers' D for model validation

Somers' D as defined for example in "The predictive accuracy of credit ratings: Measurement and statistical inference" by Walter Orth is defined for the case when Y is predicted by X as $$ D_{XY} = \...
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1answer
638 views

Bootstrapping Hmisc::rcorrp.cens for paired concordance?

As Frank Harrell says here and other places, it's better to compare two predictive models (Cox proportional hazards in this case) wrt discrimination (C-index) using the paired U-statistic (Hmisc::...
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1answer
3k views

Interpreting the Somers' D statistics

I'm running a logistic regression model by using SAS PROC LOGISTIC. In the Association Statistics table that SAS provides as analysis output there is the Somers' D stat. Could you provide an ...
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1answer
487 views

What is the significance level for Somers'd?

For tests such as chi square, the significance level is usually 0.05, but I've seen some people interpret p-values for Somers'd such as .000 as significant, displaying the results similar to this: (d= ...
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528 views

Computing AUC (or Somers' D) for ordinal logistic regression out-of-sample (cross-validation)

I have fit a proportional odds model with an ordinal response using Harrell's rms package. Now I want to measure the quality of prediction by computing Somers' D (...
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546 views

Computing c-index for an external validation of a Cox PH model with Stata

I have developed a Cox prognostic model based and internally validated it using bootstrapping. I also evaluated its calibration using Harrell’s $c$ statistic and Somers' $D$. I have also checked ...
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1answer
555 views

bootstrap estimation of optimism vs. internal validation using bootstrapping

I used bootstrap (N = 1000 samples) to quantificate optimism and subsequently corrected c-index and Somers´ D statistics to select a final model with best predictive accuracy among three "candidate" ...
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1answer
748 views

Measure of Association between two Ordinal Variables

I have two ordinal variables. One is independent and the other one is dependent variable. I would like to test if there is monotonic relationship between these two or not. I am using Somers' d measure ...
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1answer
2k views

What does a negative Somers' D say about model discriminative power?

I developed a Cox proportional hazard regression model in R. Then I tried using validate in Professor Harrell's rms package to ...
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619 views

Am I using Goodman-Kruskal gamma or Somers D or Kendall tau correctly and what do they mean?

I am seemingly blindly following this publication that has done work very similar to what I need to accomplish (page 18-21). My analysis is a multinomial logistic regression where I have 3 possible ...
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1answer
2k views

Somers' D (contingency table) in R

I need to compute the Somers' D for a contingency table (choosing between R|C and C|R), but I can't find any function to do this. I know there is the somers2 ...
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1answer
3k views

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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1answer
1k views

Problem with calculating Asymptotic Standard Error for Somer's D

I'm trying to calculate Asymptotic Standard Error (ASE) for Somer's D measure of association for some population data. The formula for variation (sd^2) I've found (in the article specified below) is: ...
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0answers
129 views

How to choose rank correlation coefficient?

I want to quantify correlation between rankings. Rankings in this case have got ties. Also rankings don't rank all the same entries, the rankings might be of different sizes and rank different sets, ...