Cardiovascular risk prediction functions offer an important diagnostic tool for clinicians and patients themselves. They are usually constructed with the use of parametric or semi-parametric survival regression models. It is essential to be able to evaluate the performance of these models, preferably with summaries that offer natural and intuitive interpretations. The concept of discrimination, popular in the logistic regression context, has been extended to survival analysis. However, the extension is not unique. In this paper, we define discrimination in survival analysis as the model's ability to separate those with longer event-free survival from those with shorter event-free survival within some time horizon of interest. This definition remains consistent with that used in logistic regression, in the sense that it assesses how well the model-based predictions match the observed data. Practical and conceptual examples and numerical simulations are employed to examine four C statistics proposed in the literature to evaluate the performance of survival models. We observe that they differ in the numerical values and aspects of discrimination that they capture. We conclude that the index proposed by Harrell is the most appropriate to capture discrimination described by the above definition. We suggest researchers report which C statistic they are using, provide a rationale for their selection, and be aware that comparing different indices across studies may not be meaningful.
Copyright © 2012 John Wiley & Sons, Ltd.