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

Publication ,  Journal Article
Pencina, MJ; D'Agostino, RB
Published in: Stat Med
July 15, 2004

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.

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Published In

Stat Med

DOI

ISSN

0277-6715

Publication Date

July 15, 2004

Volume

23

Issue

13

Start / End Page

2109 / 2123

Location

England

Related Subject Headings

  • Survival Analysis
  • Statistics & Probability
  • ROC Curve
  • Male
  • Humans
  • Heart Diseases
  • Hawaii
  • Confidence Intervals
  • Cohort Studies
  • 4905 Statistics
 

Citation

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Pencina, M. J., & D’Agostino, R. B. (2004). Overall C as a measure of discrimination in survival analysis: model specific population value and confidence interval estimation. Stat Med, 23(13), 2109–2123. https://doi.org/10.1002/sim.1802
Pencina, Michael J., and Ralph B. D’Agostino. “Overall C as a measure of discrimination in survival analysis: model specific population value and confidence interval estimation.Stat Med 23, no. 13 (July 15, 2004): 2109–23. https://doi.org/10.1002/sim.1802.
Pencina, Michael J., and Ralph B. D’Agostino. “Overall C as a measure of discrimination in survival analysis: model specific population value and confidence interval estimation.Stat Med, vol. 23, no. 13, July 2004, pp. 2109–23. Pubmed, doi:10.1002/sim.1802.
Journal cover image

Published In

Stat Med

DOI

ISSN

0277-6715

Publication Date

July 15, 2004

Volume

23

Issue

13

Start / End Page

2109 / 2123

Location

England

Related Subject Headings

  • Survival Analysis
  • Statistics & Probability
  • ROC Curve
  • Male
  • Humans
  • Heart Diseases
  • Hawaii
  • Confidence Intervals
  • Cohort Studies
  • 4905 Statistics