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
Schumacher, Martin
中科院分区:
生物学3区
文献类型:
--
作者:
Gerds, Thomas A.;Schumacher, Martin

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在截尾数据生存分析中,预测的均方误差可以用时间相关残差的加权平均来估计。Graf等人。(1999)基于审查机制独立于协变量的假设,提出了一种稳健的加权方案。我们证明了估计的相合性。此外,我们还证明了,即使在截尾和事件时间仅在给定协变量的情况下条件独立的情况下,该估计的修正版本也是一致的。修正的估计量是基于截尾分布的回归模型得到的。仿真研究和实际数据实例说明了该方法的有效性。
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.