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.
Articolo in rivista - Articolo scientifico
Correlated C indexes; Jackknife, U-statistics
English
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].
Antolini, L; Nam, B; D’Agostino, R
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10281/8513
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