2005
DOI: 10.1002/sim.2089
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Evaluating survival model performance: a graphical approach

Abstract: In the last decade, many statistics have been suggested to evaluate the performance of survival models. These statistics evaluate the overall performance of a model ignoring possible variability in performance over time. Using an extension of measures used in binary regression, we propose a graphical method to depict the performance of a survival model over time. The method provides estimates of performance at specific time points and can be used as an informal test for detecting time varying effects of covari… Show more

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Cited by 7 publications
(4 citation statements)
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References 24 publications
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“…A slope of 1.0 indicates good model calibration and a p-value >0.05 suggests that the slope is not statistically different from 1.0 (14). Model discrimination, or the ability to separate patients with higher and lower risk of CHD events, was assessed using a time-dependent c-statistic obtained from applying the model coefficients to the validation data set (15).…”
Section: Discussionmentioning
confidence: 99%
See 1 more Smart Citation
“…A slope of 1.0 indicates good model calibration and a p-value >0.05 suggests that the slope is not statistically different from 1.0 (14). Model discrimination, or the ability to separate patients with higher and lower risk of CHD events, was assessed using a time-dependent c-statistic obtained from applying the model coefficients to the validation data set (15).…”
Section: Discussionmentioning
confidence: 99%
“…Israni et al Continued. Discrimination is the ability of the model to separate patients with a higher risk of coronary heart disease events from those with a lower risk; this was assessed using a time-dependent c-statistic obtained from applying the model coefficients to the validation data set (15). We used the shrinkage factor to modify the parameter estimates prior to calculating the time-dependent c-statistic in the validation data set.…”
Section: Predicting Posttransplant Chdmentioning
confidence: 99%
“…Outliers and influence points were identified by checking deviance residuals and difference in betas (dfbetas). The performance of the models was assessed with the time-dependent C-statistic 23. Similar to the area under the receiver operator curve, it describes the probability that the model will assign the higher mortality risk to the patient who actually died as compared to the patient who remained alive or was censored.…”
Section: Methodsmentioning
confidence: 99%
“…Because model development is not the focus of this paper, we provide here only a limited overview of our approach. For a more complete discussion of model development and evaluation methodology see Klein and Moeschberger [11], Harrell [24], and Mandel [29].…”
Section: Model Developmentmentioning
confidence: 99%