A new measure of prognostic separation in survival data
Abstract
Multivariable prognostic models are widely used in cancer and other disease areas, and have a range of applications in clinical medicine, clinical trials and allocation of health services resources. A well‐founded and reliable measure of the prognostic ability of a model would be valuable to help define the separation between patients or prognostic groups that the model could provide, and to act as a benchmark of model performance in a validation setting. We propose such a measure for models of survival data. Its motivation derives originally from the idea of separation between Kaplan–Meier curves. We define the criteria for a successful measure and discuss them with respect to our approach. Adjustments for ‘optimism’, the tendency for a model to predict better on the data on which it was derived than on new data, are suggested. We study the properties of the measure by simulation and by example in three substantial data sets. We believe that our new measure will prove useful as a tool to evaluate the separation available‐with a prognostic model. Copyright © 2004 John Wiley & Sons, Ltd.
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Royston and Sauerbrei's D index quantifies prognostic separation of survival curves and is closely related to the standard deviation of the prognostic index.
“This index quantifies prognostic separation of survival curves and is closely related to the standard deviation of the prognostic index, with Jinks et al. suggesting an equation to convert c values to D values based on empirical evidence25”
From A framework for meta-analysis of prediction model studies with binary and time-to-event outcomes (2019) · cites this paper as [24]
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“Sometimes, discrimination is measured using Royston and Sauerbrei’s D index, usually referred to as the ‘‘D statistic’’.(24) This index quantifies prognostic separation of survival curves and is closely related to the standard deviation of the prognostic index, with Jinks et al.”
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“The predictive accuracy of the prognostic model was assessed by studying calibration (agreement between predicted and observed risks) and discrimination (adapted c-index (21,25) and Royston and Sauerbrei’s measure D (26) with bootstrap 95% confidence interval).”
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“We applied the algorithms obtained from the derivation cohort to both validation cohorts and calculated measures of discrimination (D statistic[26] , R2 statistic for survival data and area under the receiver operating characteristic curve (ROC statistic)) and calibration (comparing observed with predicted risks by te…”
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“As in previous studies, 30 we calculated R 2 (explained variation in time to cancer diagnosis 31 ), D statistic 32 (a measure of discrimination where higher values indicate better discrimination) and the area under the receiver operating characteristic curve (ROC statistic) at 10 years and combined…”
MethodPrediction of Thrombo-Embolic Risk in Patients with Hypertrophic Cardiomyopathy (HCM Risk-CVA)
Guttmann, O. P., Pavlou, M., O’Mahony, C., Monserrat, L., Anastasakis, A., Rapezzi, C., Biagini, E., Gimeno, J. R., Limongelli, G., García‐Pavía, P., et al. (2015) · European Journal of Heart Failure · doi:10.1002/ejhf.316 · Cited by 165 · see citing works
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“R2 represents the proportion of variation explained by covariates in regression models [35-37].”
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THE GOLDEN AGE : MASA EFEKTIF MERANCANG KUALITAS ANAK
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“each dataset was assessed in terms of the Nagelkerke’s R(2) statistic [25], the prognostic separation D statistic [26] and the 2 and 5 year predicted survival probabilities.”
MethodZivanovic, O., Leitão, M. M., Iasonos, A. E., Jacks, L. M., Zhou, Q. C., Abu‐Rustum, N. R., Soslow, R. A., Juretzka, M. M., Dennis, S., Barakat, R. R., et al. (2009) · Journal of Clinical Oncology · doi:10.1200/jco.2008.19.8366 · Cited by 140 · see citing works
Park, S. Y., Park, J. E., Kim, H., & Park, S. H. (2021) · Korean Journal of Radiology · doi:10.3348/kjr.2021.0223 · Cited by 140 · see citing works
“, and Kent and O’Quigley measure of dependence [38-42].”
BackgroundWalters, K. R., Hardoon, S. L., Petersen, I., Iliffe, S., Omar, R., Nazareth, I., & Rait, G. (2016) · BMC Medicine · doi:10.1186/s12916-016-0549-y · Cited by 138 · see citing works
“We assessed the discriminative performance of the dementia risk models by computing the Uno’s C [36] and Royston’s D [37] statistics for the validation cohort.”
MethodCescon, D. W., Haibe‐Kains, B., & Mak, T. W. (2015) · Proceedings of the National Academy of Sciences · doi:10.1073/pnas.1424869112 · Cited by 132 · see citing works
“In particular, we used the D index (26) as a robust, unit-free estimate of the hazard ratio (HR).”
MethodThe current status of risk-stratified breast screening
Clift, A. K., Dodwell, D. J., Lord, S., Petrou, S., Brady, M., Collins, P. G. S., & Hippisley‐Cox, J. (2021) · British Journal of Cancer · doi:10.1038/s41416-021-01550-3 · Cited by 134 · see citing works
Hippisley‐Cox, J., & Coupland, C. A. C. (2011) · BMJ · doi:10.1136/bmj.d4656 · Cited by 130 · see citing works
“(estimated variation in time to venous thromboembolism), the D statistic”
BackgroundTillin, T., Hughes, A. D., Whincup, P., Mayet, J., Sattar, N., McKeigue, P. M., Chaturvedi, N., & On behalf of the SABRE Study Group (2014) · Heart · doi:10.1136/heartjnl-2013-304474 · Cited by 130 · see citing works
“In addition, we calculated the D statistic (a measure of separation based on the ability of the prognostic index to discriminate between participants ’ risks of an event) and R 2 statistic, 23 24 which estimates the proportion of explained variance (higher values indicate better discrimination).”
MethodRoyston, P. J., Parmar, M., & Sylvester, R. J. (2004) · Statistics in Medicine · doi:10.1002/sim.1691 · Cited by 129 · see citing works
“We refer the reader to the appendix of Reference [9] for further methodological details.”
BackgroundMethodInfluentialSelf-citationPrognostic Models: A Methodological Framework and Review of Models for Breast Cancer
Altman, D. G. (2009) · Cancer Investigation · doi:10.1080/07357900802572110 · Cited by 129 · see citing works
“Arguably, the best indicator of usefulness is the separation between risk groups in a plot showing Kaplan–Meier survival curves, which can be quantified using the D-statistic (29).”
BackgroundMethodSnell, K. I. E., Ensor, J., Debray, T. P. A., Moons, K. G. M., & Riley, R. D. (2017) · Statistical Methods in Medical Research · doi:10.1177/0962280217705678 · Cited by 130 · see citing works
“We only considered a prediction model for a binary outcome, and so further work looking at survival models is also required to examine if our recommendations generalise, and could additionally consider the D-statistic for discrimination.(43) Further work should also examine the within-study distributions after transfo…”
ResultHippisley‐Cox, J., & Coupland, C. A. C. (2013) · BMJ Open · doi:10.1136/bmjopen-2013-003482 · Cited by 123 · see citing works
Ferrat, É., Paillaud, É., Caillet, P., Laurent, M., Tournigand, C., Lagrange, J., Droz, J., Balducci, L., Audureau, É., Canouï‐Poitrine, F., et al. (2017) · Journal of Clinical Oncology · doi:10.1200/jco.2016.69.3143 · Cited by 116 · see citing works
“Discrimination (ability to separate patients with v without the outcome) was assessed using Harrell’s C-index with bootstrapped 95% CIs and the Royston-Sauerbrei D statistic (95% CI).(25) C-index values of 0.”
MethodRiley, R. D., Collins, P. G. S., Ensor, J., Archer, L., Booth, S., Mozumder, S. I., Rutherford, M. J., van Smeden, M., Lambert, P. C., & Snell, K. I. E. (2021) · Statistics in Medicine · doi:10.1002/sim.9275 · Cited by 116 · see citing works
Collins, P. G. S., Mallett, S., & Altman, D. G. (2011) · BMJ · doi:10.1136/bmj.d3651 · Cited by 114 · see citing works
“Discrimination is the ability of the risk score to differentiate between those patients who do and those who do not experience a fracture event during the study. This measure is quantified by calculating the area under the receiver operating characteristic curve statistic; a value of 0.5 represents chance and 1 repres…”
MethodInfluentialAn Evaluation of 2537 Gastrointestinal Stromal Tumors for a Proposed Clinical Staging System
Woodall, C. E. (2009) · Archives of Surgery · doi:10.1001/archsurg.2009.108 · Cited by 112 · see citing works
Cook, G., Royle, K., Pawlyn, C., Hockaday, A., Shah, V., Kaiser, M., Brown, S., Gregory, W. M., Child, J. A., Davies, F. E., et al. (2019) · The Lancet Haematology · doi:10.1016/s2352-3026(18)30220-5 · Cited by 113 · see citing works
Central Zone Carcinoma of the Prostate Gland: A Distinct Tumor Type With Poor Prognostic Features
Cohen, R. J., Shannon, B. A., Phillips, M. R., Moorin, R. E., Wheeler, T. M., & Garrett, K. L. (2008) · The Journal of Urology · doi:10.1016/j.juro.2008.01.017 · Cited by 109 · see citing works
An evaluation of penalised survival methods for developing prognostic models with rare events
Ambler, G., Seaman, S. R., & Omar, R. (2011) · Statistics in Medicine · doi:10.1002/sim.4371 · Cited by 108 · see citing works
“Calibration and discrimination were summarised visually using a plot based on prognostic separation [29].”
MethodHippisley‐Cox, J., & Coupland, C. A. C. (2011) · British Journal of General Practice · doi:10.3399/bjgp12x616346 · Cited by 109 · see citing works
Mortality trends in multiple myeloma after the introduction of novel therapies in the United States
Binder, M., Nandakumar, B. N., Rajkumar, S. V., Kapoor, P., Buadi, F. K., Dingli, D., Lacy, M. Q., Gertz, M. A., Hayman, S. R., Leung, N., et al. (2021) · Leukemia · doi:10.1038/s41375-021-01453-5 · Cited by 103 · see citing works
Hippisley‐Cox, J., & Coupland, C. A. C. (2014) · BMJ · doi:10.1136/bmj.g4606 · Cited by 95 · see citing works
Glanz, J. M., Narwaney, K. J., Mueller, S. R., Gardner, E. M., Calcaterra, S. L., Xu, S., Breslin, K. D., & Binswanger, I. A. (2018) · Journal of General Internal Medicine · doi:10.1007/s11606-017-4288-3 · Cited by 98 · see citing works
Quantifying discrimination of Framingham risk functions with different survival C statistics
Pencina, M. J., D’Agostino, R. B., & Song, L. (2012) · Statistics in Medicine · doi:10.1002/sim.4508 · Cited by 95 · see citing works
Parametric and penalized generalized survival models
Liu, X., Yudi Pawitan, Y., & Clements, M. (2016) · Statistical Methods in Medical Research · doi:10.1177/0962280216664760 · Cited by 94 · see citing works
Development and Validation of a Prognostic Nomogram for Terminally Ill Cancer Patients
Feliú, J., Jimenez-Gordo, A. M., Madero, R., Rodríguez-Aizcorbe, J. R., Espinosa, E., Castro, J., Acedo, J. D., Martínez, B., Alonso‐Babarro, A., Molina, R., et al. (2011) · JNCI Journal of the National Cancer Institute · doi:10.1093/jnci/djr388 · Cited by 93 · see citing works
Hippisley‐Cox, J., & Coupland, C. A. C. (2011) · British Journal of General Practice · doi:10.3399/bjgp11x606627 · Cited by 92 · see citing works
Choodari‐Oskooei, B., Royston, P. J., & Parmar, M. (2011) · Statistics in Medicine · doi:10.1002/sim.4242 · Cited by 91 · see citing works
“The graphs show that the measure proposed by Royston and Sauerbrei [7], R(2)D , is resistant to the extreme and outlier observation in the data since its mean remains approximately constant.”
BackgroundMethodResultInfluentialSelf-citationCarbohydrate antigen 125: an emerging prognostic risk factor in acute heart failure?
Núñez, J. E., Núñez, E., Consuegra, L., Sanchis, J., Bodı́, V., Martínez-Brotons, Á. M., Bertomeu‐González, V., Robles, R., Bosch, M. J., Fácila, L., et al. (2006) · Heart · doi:10.1136/hrt.2006.096016 · Cited by 90 · see citing works
Dunkler, D., Michiels, S., & SCHEMPER, M. (2007) · European Journal of Cancer · doi:10.1016/j.ejca.2006.11.018 · Cited by 89 · see citing works
Hippisley‐Cox, J., & Coupland, C. A. C. (2017) · BMJ · doi:10.1136/bmj.j4208 · Cited by 86 · see citing works
A consensus prognostic gene expression classifier for ER positive breast cancer
Teschendorff, A. E., Naderi, A., Barbosa‐Morais, N. L., Pinder, S. E., Ellis, I. O., Aparicio, S. A. J. R., Brenton, J. D., & Caldas, C. (2006) · Genome biology · doi:10.1186/gb-2006-7-10-r101 · Cited by 88 · see citing works
“The D-index measure of prognostic separa- tion, however, overcomes this difficulty since it only depends on the relative risk ordering of the external samples.”
BackgroundMethodResultInfluentialThomas, E. E., Spittal, M. J., Taxman, F. S., & Kinner, S. A. (2015) · Health & Justice · doi:10.1186/s40352-015-0022-6 · Cited by 88 · see citing works
“We computed approximate 95% confidence intervals (CIs) for Δ R 2 adj from 1000 bootstrapped samples (Royston and Sauerbrei 2004).”
BackgroundMethodRahman, M. S., Ambler, G., Choodari‐Oskooei, B., & Omar, R. (2017) · BMC Medical Research Methodology · doi:10.1186/s12874-017-0336-2 · Cited by 89 · see citing works
“The D statistic is a discrimination measure that quantifies the observed separation between subjects with low and high predicted risk [27].”
BackgroundMethodInfluentialCollette, S., Bonnetain, F., Paolettí, X., Doffoël, M., Bouché, O., Raoul, J., Rougier, P. R., Masskouri, F., Bedenne, L., & Barbare, J. (2008) · Annals of Oncology · doi:10.1093/annonc/mdn030 · Cited by 86 · see citing works
“Harrell’s C statistics [21] and the Royston’s D statistics [22].”
BackgroundMethodThe Concordance Index C and the Mann–Whitney Parameter Pr(X>Y) with Randomly Censored Data
Koziol, J. A., & Jia, Z. (2009) · Biometrical Journal · doi:10.1002/bimj.200800228 · Cited by 85 · see citing works
“Interrelations with other statistical measures of association abound; see, for example, Schemper and Stare (1996), O’Quigley and Flandre (1994), O’Quigley, Xu, and Stare (2005), Schumacher, Graf, and Gerds (2003), Royston and Sauerbrei (2004), Newson (2006).”
BackgroundDevelopment and Validation of a Prognostic Score for Intrahepatic Cholangiocarcinoma
Raoof, M., Dumitra, S. A., Ituarte, P. H. G., Melstrom, L. G., Warner, S. G., Fong, Y., & Singh, G. P. (2017) · JAMA Surgery · doi:10.1001/jamasurg.2017.0117 · Cited by 84 · see citing works
Higher Frequency of Reoperation With a New Bicruciate-retaining Total Knee Arthroplasty
Christensen, J. C., Brothers, J. G., Stoddard, G. J., Anderson, M. B., Pelt, C. E., Gililland, J. M., & Peters, C. L. (2016) · Clinical Orthopaedics and Related Research · doi:10.1007/s11999-016-4812-5 · Cited by 83 · see citing works
“1 software (College Station, TX, USA) [22].”
InfluentialLiu, W., Laranjo, L., Klimis, H., Chiang, J., Yue, J., Marschner, S. L., Quiroz, J. C., Jorm, L. R., & Chow, C. K. (2023) · European Heart Journal - Quality of Care and Clinical Outcomes · doi:10.1093/ehjqcco/qcad017 · Cited by 84 · see citing works
Liao, W., Coupland, C. A. C., Burchardt, J., Baldwin, D., Gleeson, F. V., Baldwin, D., Batchkala, G., Buchanan, J. P., Burchardt, J., Chakraborty, R., et al. (2023) · The Lancet Respiratory Medicine · doi:10.1016/s2213-2600(23)00050-4 · Cited by 79 · see citing works
- Authors
- Royston, P., & Sauerbrei, W.
- Affiliations
- MRC Clinical Trials Unit at UCL (GB)
- University Medical Center Freiburg (DE)
- Corresponding author
- Royston, Patrick
- Venue
- Statistics in Medicine
- Publisher
- Wiley
- Published
- 2004-02-11
- Volume
- 23
- Issue
- 5
- Pages
- 723-748
- ISSN
- 0277-6715 (ISSN-L)
- 1097-0258
- OpenAlex
- W2159966843
- Cited by
- 450
- References
- 20
- Citations by year
- 2026: 19 · 2025: 15 · 2024: 21 · 2023: 28 · 2022: 33 · 2021: 38 · 2020: 19 · 2019: 29 · 2018: 21 · 2017: 24 · 2016: 19 · 2015: 29 · 2014: 12 · 2013: 18 · 2012: 25
- FWCI
- 7.09
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Statistics in Medicine (publishedVersion)
- PubMed (publishedVersion)
- UCL Discovery (University College London) (submittedVersion)
- FreiDok plus (Universitätsbibliothek Freiburg) (submittedVersion)
- 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 › Probability and Statistical Research
- Keywords
- survival data, prognostic model, model validation, Kaplan-Meier curves, prognostic ability
- MeSH terms
- Brain Neoplasms, Breast Neoplasms, Clinical Trials as Topic, Germany, Glioma, Humans, Liver Cirrhosis, Biliary, Prognosis, Models, Statistical, Multicenter Studies as Topic, Multivariate Analysis, Survival Analysis
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