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Inference on Correlated Discrimination Measures in Survival Analysis
- Publication Year :
- 2004
- Publisher :
- Marcel Dekker, 2004.
-
Abstract
- The area under the receiver operating characteristic curve (overall C) is a widely used measure of a prognostic model discrimination. In this paper, we develop a nonparametric test for the comparison of two correlated C indexes of two different models when applied to the same population. We extend the DeLong's approach and use the theory of the jackknife methodology applied to correlated one sample generalized U-statistics. We derive the distribution of correlated estimators of C indexes as well as a consistent estimate of the asymptotic variance, leading to an asymptotically normal test.
- Subjects :
- Correlated C indexe
Jackknife, U-statistics
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Accession number :
- edsair.od......1299..2164ede2b246c07ccab1cd3dad869c0a