Concordance for prognostic models with competing risks
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Concordance for prognostic models with competing risks. / Wolbers, Marcel; Blanche, Paul; Koller, Michael T; Witteman, Jacqueline C M; Gerds, Thomas A.
In: Biostatistics, Vol. 15, No. 3, 2014, p. 526-39.Research output: Contribution to journal › Journal article › Research › peer-review
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TY - JOUR
T1 - Concordance for prognostic models with competing risks
AU - Wolbers, Marcel
AU - Blanche, Paul
AU - Koller, Michael T
AU - Witteman, Jacqueline C M
AU - Gerds, Thomas A
N1 - © The Author 2014. Published by Oxford University Press.
PY - 2014
Y1 - 2014
N2 - The concordance probability is a widely used measure to assess discrimination of prognostic models with binary and survival endpoints. We formally define the concordance probability for a prognostic model of the absolute risk of an event of interest in the presence of competing risks and relate it to recently proposed time-dependent area under the receiver operating characteristic curve measures. For right-censored data, we investigate inverse probability of censoring weighted (IPCW) estimates of a truncated concordance index based on a working model for the censoring distribution. We demonstrate consistency and asymptotic normality of the IPCW estimate if the working model is correctly specified and derive an explicit formula for the asymptotic variance under independent censoring. The small sample properties of the estimator are assessed in a simulation study also against misspecification of the working model. We further illustrate the methods by computing the concordance probability for a prognostic model of coronary heart disease (CHD) events in the presence of the competing risk of non-CHD death.
AB - The concordance probability is a widely used measure to assess discrimination of prognostic models with binary and survival endpoints. We formally define the concordance probability for a prognostic model of the absolute risk of an event of interest in the presence of competing risks and relate it to recently proposed time-dependent area under the receiver operating characteristic curve measures. For right-censored data, we investigate inverse probability of censoring weighted (IPCW) estimates of a truncated concordance index based on a working model for the censoring distribution. We demonstrate consistency and asymptotic normality of the IPCW estimate if the working model is correctly specified and derive an explicit formula for the asymptotic variance under independent censoring. The small sample properties of the estimator are assessed in a simulation study also against misspecification of the working model. We further illustrate the methods by computing the concordance probability for a prognostic model of coronary heart disease (CHD) events in the presence of the competing risk of non-CHD death.
U2 - 10.1093/biostatistics/kxt059
DO - 10.1093/biostatistics/kxt059
M3 - Journal article
C2 - 24493091
VL - 15
SP - 526
EP - 539
JO - Biostatistics
JF - Biostatistics
SN - 1465-4644
IS - 3
ER -
ID: 134781058