R help - Jul 2005 - ROC curve with survival data

Hi everyone, 

I am doing 5 years mortality predictive index score with survival analysis using
a Cox proportional hazard model where I have a continous predictive variable and
a right censored response which is the mortality, and the individuals were
followed a maximum of 7 years.

I'd like to asses the discrimination ability of survival analysis Cox model
by computing a ROC curve and area under the curve for a fixed time (5 years),
taking into account that the response is not binary but right censored.

So, is there a function that computes a ROC curve under right censored survival
data?

Thank you in advance.

 

 

Isaac Subirana: isubirana@imim.es

Institut Municipal d'Investigació Mèdica (IMIM),

Barcelona (Spain)

 


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SUBIRANA CACHINERO, ISAAC wrote:
> Hi everyone, 
> 
> I am doing 5 years mortality predictive index score with survival analysis
using a Cox proportional hazard model where I have a continous predictive
variable and a right censored response which is the mortality, and the
individuals were followed a maximum of 7 years.
> 
> I'd like to asses the discrimination ability of survival analysis Cox
model by computing a ROC curve and area under the curve for a fixed time (5
years), taking into account that the response is not binary but right censored.
> 
> So, is there a function that computes a ROC curve under right censored
survival data?
> 
> Thank you in advance.
I don't find ROC curves themselves very useful but the area under them 
is useful and is a simple translation of the Somers' Dxy rank 
correlation between predicted survival probability (or anything 
monotonically related to it just is log hazard) and observed survival 
time.  Dxy = 2*(C-.5) where C is the concordance index, a generalization 
of ROC area not requiring choosing a specific time point.  You can get 
this in the rcorr.cens function in the Hmisc package.

Frank
> 
>  
> 
>  
> 
> Isaac Subirana: isubirana at imim.es
> 
> Institut Municipal d'Investigaci?? M??dica (IMIM),
> 
> Barcelona (Spain)
> 
>  
> 
> 
> 	[[alternative HTML version deleted]]
> 
> 
> 
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-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University