Review and comparison of ROC curve estimators for a time‐dependent outcome with marker‐dependent censoring
Abstract
To quantify the ability of a marker to predict the onset of a clinical outcome in the future, time‐dependent estimators of sensitivity, specificity, and ROC curve have been proposed accounting for censoring of the outcome. In this paper, we review these estimators, recall their assumptions about the censoring mechanism and highlight their relationships and properties. A simulation study shows that marker‐dependent censoring can lead to important biases for the ROC estimators not adapted to this case. A slight modification of the inverse probability of censoring weighting estimators proposed by Uno et al. (2007) and Hung and Chiang (2010a) performs as well as the nearest neighbor estimator of Heagerty et al. (2000) in the simulation study and has interesting practical properties. Finally, the estimators were used to evaluate abilities of a marker combining age and a cognitive test to predict dementia in the elderly. Data were obtained from the French PAQUID cohort. The censoring appears clearly marker‐dependent leading to appreciable differences between ROC curves estimated with the different methods.
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Blanche et al. showed that time-dependent ROC curve estimators perform similarly when censoring is independent, and are thus likely to yield comparable estimates of time-dependent concordance.
“A recent study by Blanche et al. showed that these strategies perform similarly when censoring is independent,28 and are thus likely to yield comparable estimates of time-dependent concordance.”
From A framework for meta-analysis of prediction model studies with binary and time-to-event outcomes (2019) · cites this paper as [28]
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References 31 · Cited by 94
- Authors
- Blanche, P., Dartigues, J., & Jacqmin‐Gadda, H.
- Affiliations
- Université de Bordeaux (FR)
- Corresponding author
- Blanche, Paul
- Venue
- Biometrical Journal
- Publisher
- Wiley
- Published
- 2013-06-21
- Volume
- 55
- Issue
- 5
- Pages
- 687-704
- ISSN
- 0323-3847 (ISSN-L)
- 1521-4036
- OpenAlex
- W1711352584
- Cited by
- 94
- References
- 31
- Citations by year
- 2026: 9 · 2025: 7 · 2024: 8 · 2023: 5 · 2022: 11 · 2021: 5 · 2020: 11 · 2019: 6 · 2018: 5 · 2017: 8 · 2016: 7 · 2015: 6 · 2014: 3 · 2013: 2 · 2012: 1
- FWCI
- 5.30
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Biometrical Journal (publishedVersion)
- PubMed (publishedVersion)
- Research at the University of Copenhagen (University of Copenhagen) (submittedVersion)
- Funders
- Ipsen
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods in Epidemiology
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
- Keywords
- ROC curve estimation, time-dependent ROC curve, inverse probability of censoring weighting, nearest neighbor estimator, sensitivity and specificity estimation, dementia prediction, cognitive tests, PAQUID cohort, estimation bias
- MeSH terms
- Aged, Biometry, Dementia, Humans, Prognosis, ROC Curve, Time Factors, Models, Statistical, Biomarkers
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