Consistent estimation of the expected brier score in general survival models with right-censored event times
Consistent estimation of the expected brier score in general survival models with right-censored event times
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DOI:
10.1002/bimj.200610301
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发表时间:
2006-12-01
影响因子:
1.7
通讯作者:
Schumacher, Martin
中科院分区:
文献类型:
--
作者:
Gerds, Thomas A.;Schumacher, Martin
In survival analysis with censored data the mean squared error of prediction can be estimated by weighted averages of time-dependent residuals. Graf et al. (1999) suggested a robust weighting scheme based on the assumption that the censoring mechanism is independent of the covariates. We show consistency of the estimator. Furthermore, we show that a modified version of this estimator is consistent even when censoring and event times are only conditionally independent given the covariates. The modified estimators are derived on the basis of regression models for the censoring distribution. A simulation study and a real data example illustrate the results.