Hi, I'm planning to run a survival risk prediction model (specifically, the Fine and Gray competing risk model using stcrreg) and looking at whether adding a variable improves model fit, using measures of discrimination (comparing c-statistics) and reclassification (IDI, NRI, continuous/category-free NRI). There are quite a few resources available to do this type of thing in R or SAS, but unfortunately my searches for packages in Stata have only returned those that work for logistic regression. I want to know if I'm missing anything out there that could help me so I don't just have to write everything from scratch or move to SAS/R.
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