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Keywords:

  • discrimination;
  • performance;
  • survival;
  • ROC;
  • Kendall's τ;
  • concordance

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.