STBRIER: Stata module to compute Brier score for censored time-to-event (survival) data

Ariel Linden, Thomas A Gerds () and Chuck Huber ()
Additional contact information
Thomas A Gerds: University of Copenhagen
Chuck Huber: StataCorp

Statistical Software Components from Boston College Department of Economics

Abstract: stbrier computes the Brier score for risk prediction models in survival analysis based on right censored data by weighting individuals by their inverse probability of being uncensored [Graf et al. 1999; Gerds & Schumacher 2006; Binder et al. 2009] (see brier for non-censored data). In settings without competing risks stbrier can compute the Brier score of a parametric (streg) or semi-parametric Cox regression model (stcox), and in the presence of competing risks, the Brier score of a Fine-Gray regression model (stcrreg). To serve as a benchmark (null model), stbrier can be computed without covariates [Gerds et al. 2008]. Additionally, the user can use a simple wrapper program to compute the integrated Brier score [Graf et al.1999] across all values of btime (see the example below).

Language: Stata
Requires: Stata version 13
Keywords: Brier; survival; censored time-to-event (search for similar items in EconPapers)
Date: 2017-07-01, Revised 2017-08-25
Note: This module should be installed from within Stata by typing "ssc install stbrier". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/stbrier.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/stbrier.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/melanoma.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/g/GBSG2.dta sample data file (application/x-stata)

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