Inference on correlated discrimination measures in survival analysis: A nonparametric approach

被引:58
作者
Antolini, L
Nam, BH
D'Agostino, RB
机构
[1] Boston Univ, Dept Math & Stat, Boston, MA 02215 USA
[2] Ist Nazl Studio & Cura Tumori, Unita Operat Stat Med & Biometria, I-20133 Milan, Italy
关键词
correlated C indexes; jackknife; U-statistics;
D O I
10.1081/STA-200026579
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
引用
收藏
页码:2117 / 2135
页数:19
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