Optimal cutpoint estimation with censored data Journal Article
| Authors: | Sima, C. S.; Gonen, M. |
| Article Title: | Optimal cutpoint estimation with censored data |
| Abstract: | Maximal chi-squared methods and receiver operating characteristic (ROC) curves-based methods are commonly used to dichotomize a continous predictor when the outcome is binary. In this article we consider this problem when the outcome of interest is subject to right censoring, with a twofold goal. First, we propose maximal concordance, a measure similar to the area under an ROC curve, as a metric for selecting an optimal cutpoint with censored endpoints. To support this, we show that selecting the cutpoint that maximizes the concordance probability is equivalent to maximizing the Youden index, a popular criterion when the ROC curve is used to choose a threshold with binary outcomes. Second, we compare the performance of two concordance-based metrics (c-index and concordance probability estimate) and the performance of three chi-squared-based metrics (Wald, log-rank, and partial likelihood ratio statistics). In our simulations performed under a variety of assumptions, maximizing the partial likelihood ratio test statistic has the best performance. © 2013 Copyright Grace Scientific Publishing, LLC. |
| Keywords: | survival; roc curve; threshold; concordance; maximal chi-squared |
| Journal Title: | Journal of Statistical Theory and Practice |
| Volume: | 7 |
| Issue: | 2 |
| ISSN: | 1559-8608 |
| Publisher: | Taylor & Francis Group |
| Date Published: | 2013-01-01 |
| Start Page: | 345 |
| End Page: | 359 |
| Language: | English |
| PROVIDER: | scopus |
| DOI: | 10.1080/15598608.2013.772022 |
| DOI/URL: | |
| Notes: | --- - "Export Date: 1 May 2013" - ":doi 10.1080/15598608.2013.772022" - "Source: Scopus" |
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