The c-index is not proper for the evaluation of t-year predicted risks

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We show that the widely used concordance index for time to event outcome is not proper when interest is in predicting a $t$-year risk of an event, for example 10-year mortality. In the situation with a fixed prediction horizon, the concordance index can be higher for a misspecified model than for a correctly specified model. Impropriety happens because the concordance index assesses the order of the event times and not the order of the event status at the prediction horizon. The time-dependent area under the receiver operating characteristic curve does not have this problem and is proper in this context.

Original languageEnglish
JournalBiostatistics
Volume20
Issue number2
Pages (from-to)347-357
Number of pages11
ISSN1465-4644
DOIs
Publication statusPublished - 2019

ID: 198707021