Concordance probability and discriminatory power in proportional hazards regression Journal Article


Authors: Gonen, M.; Heller, G.
Article Title: Concordance probability and discriminatory power in proportional hazards regression
Abstract: The concordance probability is used to evaluate the discriminatory power and the predictive accuracy of nonlinear statistical models. We derive an analytical expression for the concordance probability in the Cox proportional hazards model. The proposed estimator is a function of the regression parameters and the covariate distribution only and does not use the observed event and censoring times. For this reason it is asymptotically unbiased, unlike Harrell's c-index based on informative pairs. The asymptotic distribution of the concordance probability estimate is derived using U-statistic theory and the methodology is applied to a predictive model in lung cancer. © 2005 Biometrika Trust.
Keywords: predictive accuracy; censored data; c-index; cox model
Journal Title: Biometrika
Volume: 92
Issue: 4
ISSN: 0006-3444
Publisher: Oxford University Press  
Date Published: 2005-12-01
Start Page: 965
End Page: 970
Language: English
DOI: 10.1093/biomet/92.4.965
PROVIDER: scopus
DOI/URL:
Notes: --- - "Cited By (since 1996): 78" - "Export Date: 24 October 2012" - "CODEN: BIOKA" - "Source: Scopus"
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  1. Glenn Heller
    399 Heller
  2. Mithat Gonen
    1030 Gonen