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.
Antolini, L., Nam, B., D’Agostino, R. (2004). Inference on Correlated Discrimination Measures in Survival Analysis. COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, 33(9), 2117-2135 [10.1081/STA-200026579].
Inference on Correlated Discrimination Measures in Survival Analysis
ANTOLINI, LAURA;
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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.