Overall C as a measure of discrimination in survival analysis: model specific population value and confidence interval estimation.
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.
Pencina
Michael J
MJ
Statistics and Consulting Unit, Department of Mathematics and Statistics, Boston University, 111 Cummington St., MA 02215, USA. mpencina@bu.edu
D'Agostino
Ralph B
RB
D015331:Cohort Studies; D016001:Confidence Intervals; D006254:Hawaii; D006331:Heart Diseases / Q000503:physiopathology; D006801:Humans; D008297:Male; D012372:ROC Curve; D016019:Survival Analysis