integrated discrimination improvement (IDI) and net reclassification improvement (NRI)

[Kwok Ong]

I want to assess whether a variable can predict the development of a disease using Cox regression analysis. Now, I would like to assess the incremental value of this variable in prediction using category-free NRI (NRI>0) and IDI approaches. Could I ask how to do this in STATA ? Thanks.

[Rich Goldstein]

I am out of town and away from Stata this week; however, I seem to recall at least 2 user-written routines, one by Pepe and her colleagues at UWashington (called, I think, incrisk) and one by Mark Lunt; not sure if either is at SSC but that seems a reasonable place to start looking

[Kwok Ong]

Thanks. However, it seems that incrisk is not for survival analysis. Any other suggestions?

[Rich Goldstein]

I also mentioned Mark Lunt; he has programs called -nri- and -idi- and if you do a -search nri- in Stata you will find his site as one of the places listed; I don't know if his programs work following Cox models