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Stat Med. 2018 May 10;37(10):1671-1681. doi: 10.1002/sim.7606. Epub 2018 Feb 8.

A threshold-free summary index of prediction accuracy for censored time to event data.

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School of Public Health, University of Alberta, Edmonton, AB T6G1C9, Canada.
Department of Mathematics and Statistics, Mississippi State University, Starkville, Mississippi 39762, USA.
Department of Statistics and Actuarial Science, Simon Fraser University, Burnaby, B.C. V5A1S6, Canada.
Fred Hutchinson Cancer Research Center, Seattle Children's Hospital, University of Washington, Seattle, Washington, USA.
Department of Epidemiology and Cancer Control, St. Jude Children's Research Hospital, 262 Danny Thomas Place, MS 735,, Memphis, TN 38105, USA.


Prediction performance of a risk scoring system needs to be carefully assessed before its adoption in clinical practice. Clinical preventive care often uses risk scores to screen asymptomatic population. The primary clinical interest is to predict the risk of having an event by a prespecified future time t0 . Accuracy measures such as positive predictive values have been recommended for evaluating the predictive performance. However, for commonly used continuous or ordinal risk score systems, these measures require a subjective cutoff threshold value that dichotomizes the risk scores. The need for a cutoff value created barriers for practitioners and researchers. In this paper, we propose a threshold-free summary index of positive predictive values that accommodates time-dependent event status and competing risks. We develop a nonparametric estimator and provide an inference procedure for comparing this summary measure between 2 risk scores for censored time to event data. We conduct a simulation study to examine the finite-sample performance of the proposed estimation and inference procedures. Lastly, we illustrate the use of this measure on a real data example, comparing 2 risk score systems for predicting heart failure in childhood cancer survivors.


censored event time; positive predictive value; precision-recall curve; risk prediction; screening; time-dependent prediction accuracy

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