Comparison of two discrimination indexes in the categorisation of continuous predictors in time-to-event studies

• Irantzu Barrio ^[1] ; María Xosé Rodríguez-Álvarez ^[2] ; Luis Meira-Machado ^[3] ; Cristobal Esteban ^[4] ; Inmaculada Arostegui ^[1]
  1. [1] Universidad del País Vasco/Euskal Herriko Unibertsitatea

     Universidad del País Vasco/Euskal Herriko Unibertsitatea

     Leioa, España

     
  2. [2] Universidade de Vigo

     Universidade de Vigo

     Vigo, España

     
  3. [3] Universidade do Minho

     Universidade do Minho

     Braga (São José de São Lázaro), Portugal

     
  4. [4] REDISSEC

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• Localización: Sort: Statistics and Operations Research Transactions, ISSN 1696-2281, Vol. 41, Nº. 1, 2017, págs. 73-92
• Idioma: inglés
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• Resumen

  • The Cox proportional hazards model is the most widely used survival prediction model for analysing time-to-event data. To measure the discrimination ability of a survival model the concordance probability index is widely used. In this work we studied and compared the performance of two different estimators of the concordance probability when a continuous predictor variable is categorised in a Cox proportional hazards regression model. In particular, we compared the c-index and the concordance probability estimator. We evaluated the empirical performance of both estimators through simulations. To categorise the predictor variable we propose a methodology which considers the maximal discrimination attained for the categorical variable. We applied this methodology to a cohort of patients with chronic obstructive pulmonary disease, in particular, we categorised the predictor variable forced expiratory volume in one second in percentage.