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Estimation of incident dynamic AUC in practice

Author

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  • van Geloven, N.
  • He, Y.
  • Zwinderman, A.H.
  • Putter, H.

Abstract

The incident/dynamic time-dependent AUC (Area Under the ROC Curve) is an appealing measure to express the discriminative value of a dynamic survival model over time. However, estimation of this measure is not straightforward. Four recently proposed estimation approaches are studied. In an extensive simulation study, a head-to-head comparison between these four estimation methods is made. The estimation algorithms of some of the methods are extended. Results are illustrated with a motivating dynamic survival model from Reproductive Medicine.

Suggested Citation

  • van Geloven, N. & He, Y. & Zwinderman, A.H. & Putter, H., 2021. "Estimation of incident dynamic AUC in practice," Computational Statistics & Data Analysis, Elsevier, vol. 154(C).
  • Handle: RePEc:eee:csdana:v:154:y:2021:i:c:s0167947320301869
    DOI: 10.1016/j.csda.2020.107095
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    References listed on IDEAS

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