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A Robust Alternative to the Schemper–Henderson Estimator of Prediction Error

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  • Matthias Schmid
  • Thomas Hielscher
  • Thomas Augustin
  • Olaf Gefeller

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  • Matthias Schmid & Thomas Hielscher & Thomas Augustin & Olaf Gefeller, 2011. "A Robust Alternative to the Schemper–Henderson Estimator of Prediction Error," Biometrics, The International Biometric Society, vol. 67(2), pages 524-535, June.
    • Handle: RePEc:bla:biomet:v:67:y:2011:i:2:p:524-535
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2010.01459.x
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    References listed on IDEAS

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    1. Patrick J. Heagerty & Yingye Zheng, 2005. "Survival Model Predictive Accuracy and ROC Curves," Biometrics, The International Biometric Society, vol. 61(1), pages 92-105, March.
    2. R. Schoop & E. Graf & M. Schumacher, 2008. "Quantifying the Predictive Performance of Prognostic Models for Censored Survival Data with Time-Dependent Covariates," Biometrics, The International Biometric Society, vol. 64(2), pages 603-610, June.
    3. Uno, Hajime & Cai, Tianxi & Tian, Lu & Wei, L.J., 2007. "Evaluating Prediction Rules for t-Year Survivors With Censored Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 527-537, June.
    4. Michael Schemper & Robin Henderson, 2000. "Predictive Accuracy and Explained Variation in Cox Regression," Biometrics, The International Biometric Society, vol. 56(1), pages 249-255, March.
    5. Thomas A. Gerds & Martin Schumacher, 2007. "Efron-Type Measures of Prediction Error for Survival Analysis," Biometrics, The International Biometric Society, vol. 63(4), pages 1283-1287, December.
    6. Kim, Ji-Hyun, 2009. "Estimating classification error rate: Repeated cross-validation, repeated hold-out and bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3735-3745, September.
    7. Patrick J. Heagerty & Thomas Lumley & Margaret S. Pepe, 2000. "Time-Dependent ROC Curves for Censored Survival Data and a Diagnostic Marker," Biometrics, The International Biometric Society, vol. 56(2), pages 337-344, June.
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    Cited by:

    1. Schmid, Matthias & Tutz, Gerhard & Welchowski, Thomas, 2018. "Discrimination measures for discrete time-to-event predictions," Econometrics and Statistics, Elsevier, vol. 7(C), pages 153-164.

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