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Inference on Correlated Discrimination Measures in Survival Analysis: A Nonparametric Approach.
- Source :
-
Communications in Statistics: Theory & Methods . Sep2004, Vol. 33 Issue 9, p2117-2135. 19p. - Publication Year :
- 2004
-
Abstract
- 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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03610926
- Volume :
- 33
- Issue :
- 9
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 14898053
- Full Text :
- https://doi.org/10.1081/STA-200026579