Time-dependent receiver operating characteristic curves are often used to evaluate the classification performance of continuous measures when considering time-to-event data. When one is interested in evaluating the predictive performance of multiple covariates, it is common to use the Cox proportional hazards model to obtain risk scores; however, previous work has shown that when the model is mis-specified, the estimand corresponding to the partial likelihood estimator depends on the censoring distribution. In this manuscript, we show that when the risk score model is mis-specified, the AUC will also depend on the censoring distribution, leading to either over- or under-estimation of the risk score's predictive performance. We propose the use of censoring-robust estimators to remove the dependence on the censoring distribution and provide empirical results supporting the use of censoring-robust risk scores.
Keywords: area under the curve; model mis-specification; predictive performance; survival analysis; time-dependent receive operating characteristic curves.
© 2021 John Wiley & Sons Ltd.