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- Title
Concordance probability and discriminatory power in proportional hazards regression.
- Authors
Gönen, Mithat; Heller, Glenn
- 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.
- Subjects
PROBABILITY theory; NONLINEAR statistical models; PROPORTIONAL hazards models; ANALYSIS of covariance; U-statistics; RESEARCH methodology; ASYMPTOTIC distribution
- Publication
Biometrika, 2005, Vol 92, Issue 4, p965
- ISSN
0006-3444
- Publication type
Article
- DOI
10.1093/biomet/92.4.965