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.H., & D’Agostino, R.B. (2004). Inference on Correlated Discrimination Measures in Survival Analysis. COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, 33(9), 2117-2135.
Citazione: | Antolini, L., Nam, B.H., & D’Agostino, R.B. (2004). Inference on Correlated Discrimination Measures in Survival Analysis. COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, 33(9), 2117-2135. |
Tipo: | Articolo in rivista - Articolo scientifico |
Carattere della pubblicazione: | Scientifica |
Titolo: | Inference on Correlated Discrimination Measures in Survival Analysis |
Autori: | Antolini, L; Nam, BH; D’Agostino, RB |
Autori: | |
Data di pubblicazione: | 2004 |
Lingua: | English |
Rivista: | COMMUNICATIONS IN STATISTICS. THEORY AND METHODS |
Digital Object Identifier (DOI): | http://dx.doi.org/10.1081/STA-200026579 |
Appare nelle tipologie: | 01 - Articolo su rivista |