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Overall C as a measure of discrimination in survival analysis: model specific population value and confidence interval estimation
Abstract
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 τand 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. Copyright © 2004 John Wiley & Sons, Ltd.
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Metadata
- Authors
- Pencina, M. J., & D'Agostino, R. B.
- Venue
- Statistics in Medicine
- Publisher
- Wiley
- Published
- 2004-06-14
- Volume
- 23
- Issue
- 13
- Pages
- 2109-2123
- ISSN
- 0277-6715 (ISSN-L)
- 1097-0258
- OpenAlex
- W2149407433
- Cited by
- 1,444
- References
- 2
- FWCI
- 10.50
- Type
- journal article
- Language
- en
- Open access
- closed
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