Terminology
- C Statistic is based on the number of concordant and discordant pairs. A pair is concordant if the subject ranking higher on the predicted probability also ranks higher on the dependent variable. A pair is discordant if the subject ranking lower on the predicted probability ranks higher on the dependent variable. A pair is tied if the subjects ranks the same on the predicted probability and the dependent variable.
Let C denote the number of concordant pairs
Let D denote the number of discordant pairs
Let P denote the total number of pairs
The C statistic is given by: (C+0.5*(P-C-D))/P