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In this paper (and in most of the others I found), the authors want to find a continuous predictor that maximizes the concordance index. I would like to have a binary classifier instead that stratifies that patients into two groups such that the concordance is maximized (i.e. the nu in the paper is a classifier).

Is anyone aware of such an approach/paper?

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  • $\begingroup$ Is thresholding the continuous predictor not an option? $\endgroup$
    – santon
    Mar 24, 2016 at 18:28
  • $\begingroup$ If there are several covariables in the predictor, it will become hard to find reasonable thresholds. So I would prefer to directly optimize what I am looking for (not indirectly via regression). $\endgroup$ Mar 29, 2016 at 21:49

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