Time Profile of Time-Dependent Area Under the ROC Curve for Survival Data

Authors

  • J. Lambert Equipe de recherche Epidémiologie Clinique et STatistiques pour la Recherche en sAnté (ECSTRA), Inserm et Université Paris 7, France
  • R. Porcher UMR-1153, Centre Recherche en Epidémiologie et bioStatistiques Sorbonne Paris Cité CRESS, direction: Philippe Ravaud, France
  • S. Chevret Equipe de recherche Epidémiologie Clinique et STatistiques pour la Recherche en sAnté (ECSTRA), Inserm et Université Paris 7, France

DOI:

https://doi.org/10.6000/1929-6029.2015.04.01.12

Keywords:

Survival analysis, Prognostic models, Time-dependent AUC, Proportional hazards models

Abstract

In the setting of survival analysis, the time-dependent area under the receiver operating characteristic curve (AUC) has been proposed as a discrimination measure of interest. In contrast with the diagnostic setting, the definitions of time-dependent sensitivity and specificity are required. This paper evaluates the time-dependent profile of the resulting AUC(t), which has not been previously assessed. We show that, even when the effect of a binary biomarker on the hazard rate is constant, the value of AUC(t) varies over time according to the prevalence of the marker. The Time-profile of the continuous biomarker is illustrated with numerical integration, and data on several prognostic factors in AML are examined.

Author Biography

S. Chevret, Equipe de recherche Epidémiologie Clinique et STatistiques pour la Recherche en sAnté (ECSTRA), Inserm et Université Paris 7, France

direction: Philippe Ravaud

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Published

2015-01-27

How to Cite

Lambert, J., Porcher, R., & Chevret, S. (2015). Time Profile of Time-Dependent Area Under the ROC Curve for Survival Data. International Journal of Statistics in Medical Research, 4(1), 103–113. https://doi.org/10.6000/1929-6029.2015.04.01.12

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General Articles