IDEAS home Printed from https://ideas.repec.org/a/bla/biomet/v67y2011i2p524-535.html
   My bibliography  Save this article

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

Author

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

Abstract

No abstract is available for this item.

Suggested Citation

  • 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
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2010.01459.x
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. P. Saha & P. J. Heagerty, 2010. "Time-Dependent Predictive Accuracy in the Presence of Competing Risks," Biometrics, The International Biometric Society, vol. 66(4), pages 999-1011, December.
    2. Daniel Commenges & Benoit Liquet & Cécile Proust-Lima, 2012. "Choice of Prognostic Estimators in Joint Models by Estimating Differences of Expected Conditional Kullback–Leibler Risks," Biometrics, The International Biometric Society, vol. 68(2), pages 380-387, June.
    3. 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.
    4. Ruosha Li & Jing Ning & Ziding Feng, 2022. "Estimation and inference of predictive discrimination for survival outcome risk prediction models," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 28(2), pages 219-240, April.
    5. Susana Díaz-Coto & Pablo Martínez-Camblor & Sonia Pérez-Fernández, 2020. "smoothROCtime: an R package for time-dependent ROC curve estimation," Computational Statistics, Springer, vol. 35(3), pages 1231-1251, September.
    6. 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.
    7. Wolf, Petra & Schmidt, Georg & Ulm, Kurt, 2011. "The use of ROC for defining the validity of the prognostic index in censored data," Statistics & Probability Letters, Elsevier, vol. 81(7), pages 783-791, July.
    8. Janez Stare & Maja Pohar Perme & Robin Henderson, 2011. "A Measure of Explained Variation for Event History Data," Biometrics, The International Biometric Society, vol. 67(3), pages 750-759, September.
    9. Giulia Barbati & Alessio Farcomeni, 2018. "Prognostic assessment of repeatedly measured time-dependent biomarkers, with application to dilated cardiomyopathy," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(3), pages 545-557, August.
    10. Tianxi Cai & Thomas A Gerds & Yingye Zheng & Jinbo Chen, 2011. "Robust Prediction of t-Year Survival with Data from Multiple Studies," Biometrics, The International Biometric Society, vol. 67(2), pages 436-444, June.
    11. Sehee Kim & Douglas E. Schaubel & Keith P. McCullough, 2018. "A C†index for recurrent event data: Application to hospitalizations among dialysis patients," Biometrics, The International Biometric Society, vol. 74(2), pages 734-743, June.
    12. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2016. "Tree-based censored regression with applications in insurance," Post-Print hal-01364437, HAL.
    13. Dimitris Rizopoulos, 2011. "Dynamic Predictions and Prospective Accuracy in Joint Models for Longitudinal and Time-to-Event Data," Biometrics, The International Biometric Society, vol. 67(3), pages 819-829, September.
    14. Robin Van Oirbeek & Emmanuel Lesaffre, 2018. "An Investigation of the Discriminatory Ability of the Clustering Effect of the Frailty Survival Model," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 6(3), pages 87-98, April.
    15. Weining Shen & Jing Ning & Ying Yuan, 2015. "A direct method to evaluate the time-dependent predictive accuracy for biomarkers," Biometrics, The International Biometric Society, vol. 71(2), pages 439-449, June.
    16. Cheng Zheng & Yingye Zheng, 2019. "Calibrating Variations in Biomarker Measures for Improving Prediction with Time-to-event Outcomes," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 11(3), pages 477-503, December.
    17. Glenn Heller, 2021. "The added value of new covariates to the brier score in cox survival models," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(1), pages 1-14, January.
    18. Jing Zhang & Jing Ning & Ruosha Li, 2023. "Evaluating Dynamic Discrimination Performance of Risk Prediction Models for Survival Outcomes," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 15(2), pages 353-371, July.
    19. Yingye Zheng & Tianxi Cai & Ziding Feng, 2006. "Application of the Time-Dependent ROC Curves for Prognostic Accuracy with Multiple Biomarkers," Biometrics, The International Biometric Society, vol. 62(1), pages 279-287, March.
    20. C. Jason Liang & Patrick J. Heagerty, 2017. "Rejoinder to discussions on: A risk-based measure of time-varying prognostic discrimination for survival models," Biometrics, The International Biometric Society, vol. 73(3), pages 745-748, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:biomet:v:67:y:2011:i:2:p:524-535. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0006-341X .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.