Estimation of incident dynamic AUC in practice

N. van Geloven, Y. He, A.H. Zwinderman and H. Putter

Computational Statistics & Data Analysis, 2021, vol. 154, issue C

Abstract: The incident/dynamic time-dependent AUC (Area Under the ROC Curve) is an appealing measure to express the discriminative value of a dynamic survival model over time. However, estimation of this measure is not straightforward. Four recently proposed estimation approaches are studied. In an extensive simulation study, a head-to-head comparison between these four estimation methods is made. The estimation algorithms of some of the methods are extended. Results are illustrated with a motivating dynamic survival model from Reproductive Medicine.

Keywords: Time-dependent AUC; Dynamic survival model; Discriminative ability; Concordance index; Prediction 1 (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:154:y:2021:i:c:s0167947320301869

DOI: 10.1016/j.csda.2020.107095

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