The predictive accuracy of a survival model can be summarized using extensions of the proportion of variation explained by the model, or R^2, commonly used for continuous response models, or using extensions of sensitivity and specificity which are commonly used for binary response models.
In this manuscript we propose new time-dependent accuracy summaries based on time-specific versions of sensitivity and specificity calculated over risk sets. We connect the accuracy summaries to a previously proposed global concordance measure which is a variant of Kendall's tau. In addition, we show how standard Cox regression output can be used to obtain estimates of time-dependent sensitivity and specificity, and time-dependent reciever operating characteristic (ROC) curves. Semi-parametric estimation methods appropriate for both proportional hazards and non-proportional hazards data are introduced, evaluated in simulations, and illustrated using two familiar survival data sets.
Clinical Epidemiology | Epidemiology | Statistical Models | Survival Analysis
Heagerty, Patrick and Zheng, Yingye, "Survival Model Predictive Accuracy and ROC Curves" (December 2003). UW Biostatistics Working Paper Series. Working Paper 219.