Receiver operating characteristic (ROC) curves play a central role in the evaluation of biomarkers and tests for disease diagnosis. Predictors for event time outcomes can also be evaluated with ROC curves, but the time lag between marker measurement and event time must be acknowledged. We discuss different definitions of time-dependent ROC curves in the context of real applications. Several approaches have been proposed for estimation. We contrast retrospective versus prospective methods in regards to assumptions and flexibility, including their capacities to incorporate censored data, competing risks and different sampling schemes. Applications to two datasets are presented.
Statistical Methodology | Statistical Theory
Pepe, Margaret; Zheng, Yingye; and Jin, Yuying, "Evaluating the ROC Performance of Markers for Future Events" (May 2007). UW Biostatistics Working Paper Series. Working Paper 313.