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Concordance probability and discriminatory power in proportional hazards regression
Abstract
The concordance probability is used to evaluate the discriminatory power and the predictive accuracy of nonlinear statistical models. We derive an analytical expression for the concordance probability in the Cox proportional hazards model. The proposed estimator is a function of the regression parameters and the covariate distribution only and does not use the observed event and censoring times. For this reason it is asymptotically unbiased, unlike Harrell's c-index based on informative pairs. The asymptotic distribution of the concordance probability estimate is derived using U-statistic theory and the methodology is applied to a predictive model in lung cancer.
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Cited by
Assessing the Performance of Prediction Models: A Framework for Traditional and Novel Measures
Steyerberg, E. W., Vickers, A. J., Cook, N. R., Gerds, T., Gonen, M., Obuchowski, N., Pencina, M. J., & Kattan, M. W. (2010) · Epidemiology · doi:10.1097/ede.0b013e3181c30fb2 · Cited by 5,170
Uno, H., Cai, T., Pencina, M. J., D'Agostino, R. B., & Wei, L. J. (2011) · Statistics in Medicine · doi:10.1002/sim.4154 · Cited by 1,535
O'Mahony, C., Jichi, F., Pavlou, M., Monserrat, L., Anastasakis, A., Rapezzi, C., Biagini, E., Gimeno, J. R., Limongelli, G., McKenna, W. J., et al. (2014) · European Heart Journal · doi:10.1093/eurheartj/eht439 · Cited by 1,251
Moons, K. G. M., Kengne, A. P., Woodward, M., Royston, P., Vergouwe, Y., Altman, D. G., & Grobbee, D. E. (2012) · Heart · doi:10.1136/heartjnl-2011-301246 · Cited by 889
Kang, L., Chen, W., Petrick, N. A., & Gallas, B. D. (2015) · Statistics in Medicine · doi:10.1002/sim.6370 · Cited by 420
Metadata
- Authors
- Gönen, M., & Heller, G.
- Venue
- Biometrika
- Publisher
- Oxford University Press (OUP)
- Published
- 2005-12-01
- Volume
- 92
- Issue
- 4
- Pages
- 965-970
- ISSN
- 0006-3444 (ISSN-L)
- 1464-3510
- OpenAlex
- W1972987731
- Cited by
- 673
- References
- 0
- FWCI
- 4.06
- Type
- journal article
- Language
- en
- Open access
- closed
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- Gönen, M., & Heller, G. (2005). Concordance probability and discriminatory power in proportional hazards regression. Biometrika. https://doi.org/10.1093/biomet/92.4.965
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
