Overall C as a measure of discrimination in survival analysis: model specific population value and confidence interval estimation.

Published

Journal Article

The assessment of the discrimination ability of a survival analysis model is a problem of considerable theoretical interest and important practical applications. This issue is, however, more complex than evaluating the performance of a linear or logistic regression. Several different measures have been proposed in the biostatistical literature. In this paper we investigate the properties of the overall C index introduced by Harrell as a natural extension of the ROC curve area to survival analysis. We develop the overall C index as a parameter describing the performance of a given model applied to the population under consideration and discuss the statistic used as its sample estimate. We discover a relationship between the overall C and the modified Kendall's tau and construct a confidence interval for our measure based on the asymptotic normality of its estimate. Then we investigate via simulations the length and coverage probability of this interval. Finally, we present a real life example evaluating the performance of a Framingham Heart Study model.

Full Text

Duke Authors

Cited Authors

  • Pencina, MJ; D'Agostino, RB

Published Date

  • July 15, 2004

Published In

Volume / Issue

  • 23 / 13

Start / End Page

  • 2109 - 2123

PubMed ID

  • 15211606

Pubmed Central ID

  • 15211606

International Standard Serial Number (ISSN)

  • 0277-6715

Digital Object Identifier (DOI)

  • 10.1002/sim.1802

Language

  • eng

Conference Location

  • England