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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