Overall C as a Measure of Discrimination in Survival Analysis: Model Specific Population Value and Confidence Interval Estimation

Stat Med. 2004 Jul 15;23(13):2109-23. doi: 10.1002/sim.1802.

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 tau and 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.

Publication types

  • Research Support, Non-U.S. Gov't
  • Research Support, U.S. Gov't, P.H.S.

MeSH terms

  • Cohort Studies
  • Confidence Intervals*
  • Hawaii
  • Heart Diseases / physiopathology
  • Humans
  • Male
  • ROC Curve*
  • Survival Analysis