[R] R: net reclassification index after Cox survival analysis

[David Winsemius]

On Nov 7, 2012, at 9:59 AM, petretta at unina.it wrote:

> Thanks to David Winsemius for the replay. i use the latest update of Hmisc package and I try as reported in the example:
> 
> set.seed(1)
> library(survival)
> x1 <- rnorm(400)
> x2 <- x1 + rnorm(400)
> d.time <- rexp(400) + (x1 - min(x1))
> cens <- runif(400,.5,2)
> death <- d.time <= cens
> d.time <- pmin(d.time, cens)
> rcorrp.cens(x1, x2, Surv(d.time, death))
> 
> but to me it appears that NRI and IDi are not reported in the results:
> 
> Dxy               S.D. x1 more concordant x2 more concordant
>     -8.212107e-02       1.370738e-01       4.589395e-01       5.410605e-01
>                 n            missing         uncensored     Relevant Pairs
>      4.000000e+02       0.000000e+00       1.100000e+01       4.262000e+03
>         Uncertain               C X1               C X2             Dxy X1
>      1.553380e+05       9.920225e-01       9.258564e-01       9.840450e-01
>            Dxy X2
>      8.517128e-01

The NRI is not reported but an equivalent measure is. As far as getting output that is labeled the way you expect it, I also looked at the PredictABEL::reclassification function help page: 

"The function also computes continuous NRI, which does not require any discrete risk categories and relies on the proportions of individuals with outcome correctly assigned a higher probability and individuals without outcome correctly assigned a lower probability by an updated model compared with the initial model." 

I think that is essentiality what rcorrp.cens is providing, just not with the labels you expected.

" The function requires predicted risks estimated by using two separate risk models. Predicted risks can be obtained using the functionsfitLogRegModel and predRisk or be imported from other methods or packages."

So it would seem that you could use results from any censored survival models that had a predict method.

-- 
David.


> 
> but only after:
> 
> #rcorrp.cens(x1, x2, y) ## no censoring
> set.seed(1)
> x1 <- runif(1000)
> x2 <- runif(1000)
> y <- sample(0:1, 1000, TRUE)
> rcorrp.cens(x1, x2, y)
> improveProb(x1, x2, y)
> 
> thus censoring not allowed. Or I'm in error?
> 
> Many thanks
> 
> David Winsemius <dwinsemius at comcast.net> ha scritto:
> 
>> 
>> On Nov 7, 2012, at 6:54 AM, petretta at unina.it wrote:
>> 
>>> Dear all,
>>> 
>>> I am interested to evaluate reclassification using net
>>> reclassification improvement and Integrated Discrimination Index IDI after
>>> survival analysis (Cox proportional hazards using stcox). I search a R
>>> package or a R code that specifically addresses the categorical NRI for
>>> time-to-event data in the presence of censored observation and, if
>>> possible, at different follow-up time points.
>>> I know that the ‘PredictABEL’ Package contains functions for NRI and IDI
>>> calculation but it is unclear for me if it allows censored observation.
>>> Package ‘survIDINRI’ calculates only continuous NRI and the function of
>>> Package ‘Hmisc’[#rcorrp.cens(x1, x2, y) ##] is only for no censored
>>> observations.
>> 
>> ???. Doesn't its name , 'rcorrp.cens' suggest otherwise? Not to mention its description int the Hmisc Index: "Rank Correlation for Paired Predictors with a Possibly Censored Response, and Integrated Discrimination Index". rcoop.cens is a fairly recent addition to Hmisc and I am looking at Hmisc version 3.10-1. If you are looking at a version that is a couple of years old, you may be seeing something different. The argument list you list looks like the one for improveProb(), which does not appear to handle censoring. The rcorrp.cens argument list is:
>> 
>> rcorrp.cens(x1, x2, S, outx=FALSE, method=1)
>> 
>> And the "S" object is a Surv-object.
>> 
>> 
>>> Many thanks.
>>> 
>>> Sincerely,
>>> 
>>> Mario Petretta
>>> Dpt. Internal Medicine, Cardiology and Heart Surgery
>>> Naples University Federico II - Italy
>>> 
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>> 
>> David Winsemius, MD
>> Alameda, CA, USA
>> 
>> 
>> 
> 
> 
> 
> Mario Petretta
> Dipartimento di Medicina Clinica Scienze Cardiovascolari e Immunologiche
> Facolt� di Medicina e Chirurgia
> Universit� di Napoli Federico II
> 081 - 7462233
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD
Alameda, CA, USA