Skip to main content
Notice removed Draw attention by CommunityBot
Bounty Ended with no winning answer by CommunityBot
Tweeted twitter.com/StackStats/status/1198979796316958720
Notice added Draw attention by tomka
Bounty Started worth 100 reputation by tomka
added 513 characters in body
Source Link
tomka
  • 6.7k
  • 7
  • 40
  • 85

I model survival outcomes using a Cox proportional hazards model and want to evaluate model fit.

Harrel's concordance index C is defined as the proportion of observations that the model can order correctly in terms of survival times. When censoring is observed the statistic only includes those patient pairs for which valid comparisons can be made. Sometimes C is called the AUC.

The area under the receiver operating characteristic curve, also called AUC (or AU-ROC), is defined as the area under the curve of sensitivity and 1-specificityspecificity; this statistic is equal to the concordance of predicted and observed classes, see here for example. 

At a time point t the Cox model may be used to obtain a ROC and its AUC if there is no censoring. Are C andI suppose if there is censoring, the area under the ROC can still be obtained with some additional caclulations (time-dependent AUC).

However, what is the relationship between Cox-Survival (Harrel's) C (AUC related) and the AU-ROC? HowWhen are they equivalent, when different?

I model survival outcomes using a Cox proportional hazards model and want to evaluate model fit.

Harrel's concordance index C is defined as the proportion of observations that the model can order correctly in terms of survival times. Sometimes C is called the AUC.

The area under the receiver operating characteristic curve AUC is defined as the area under the curve of sensitivity and 1-specificity. At time t the Cox model may be used to obtain a ROC and its AUC. Are C and the ROC-AUC related? How?

I model survival outcomes using a Cox proportional hazards model and want to evaluate model fit.

Harrel's concordance index C is defined as the proportion of observations that the model can order correctly in terms of survival times. When censoring is observed the statistic only includes those patient pairs for which valid comparisons can be made. Sometimes C is called the AUC.

The area under the receiver operating characteristic curve, also called AUC (or AU-ROC), is defined as the area under the curve of sensitivity and 1-specificity; this statistic is equal to the concordance of predicted and observed classes, see here for example. 

At a time point t the Cox model may be used to obtain a ROC and its AUC if there is no censoring. I suppose if there is censoring, the area under the ROC can still be obtained with some additional caclulations (time-dependent AUC).

However, what is the relationship between Cox-Survival (Harrel's) C (AUC) and the AU-ROC? When are they equivalent, when different?

Source Link
tomka
  • 6.7k
  • 7
  • 40
  • 85

What is the relationship between the Harrel's C and the AUC?

I model survival outcomes using a Cox proportional hazards model and want to evaluate model fit.

Harrel's concordance index C is defined as the proportion of observations that the model can order correctly in terms of survival times. Sometimes C is called the AUC.

The area under the receiver operating characteristic curve AUC is defined as the area under the curve of sensitivity and 1-specificity. At time t the Cox model may be used to obtain a ROC and its AUC. Are C and the ROC-AUC related? How?