Re: [R] ROC curve with survival data

From: Frank E Harrell Jr <f.harrell_at_vanderbilt.edu>
Date: Wed 20 Jul 2005 - 04:42:52 EST

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.
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> 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.
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> 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

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> Isaac Subirana: isubirana@imim.es
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> Institut Municipal d'Investigació Mèdica (IMIM),
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> Barcelona (Spain)
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-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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Received on Wed Jul 20 04:47:29 2005

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