Overall C as a measure of discrimination in survival analysis: model specific population value and confidence interval estimation
Article first published online: 14 JUN 2004
Copyright © 2004 John Wiley & Sons, Ltd.
Statistics in Medicine
Volume 23, Issue 13, pages 2109–2123, 15 July 2004
How to Cite
Pencina, M. J. and D'Agostino, R. B. (2004), Overall C as a measure of discrimination in survival analysis: model specific population value and confidence interval estimation. Statist. Med., 23: 2109–2123. doi: 10.1002/sim.1802
- Issue published online: 14 JUN 2004
- Article first published online: 14 JUN 2004
- Manuscript Accepted: DEC 2003
- Manuscript Received: JUL 2003
- NHLBI/NIH. Grant Number: N01-HC-25195
- Kendall's τ;
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.