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Updated: Jul 16, 2025

An R-Based Landscape Validation of a Competing Risk Model
Published on: September 16, 2022
Inference for covariate-adjusted time-dependent prognostic accuracy measures
Rajib Dey1, J A Hanley1, P Saha-Chaudhuri2
1Department of Epidemiology, Biostatistics and Occupational Health, McGill University, Montreal, Quebec, Canada.
Abstract:
Evaluating the prognostic performance of candidate markers for future disease onset or progression is one of the major goals in medical research. A marker's prognostic performance refers to how well it separates patients at the high or low risk of a future disease state. Often the discriminative performance of a marker is affected by the patient characteristics (covariates). Time-dependent receiver operating characteristic (ROC) curves that ignore the informativeness of the covariates will lead to biased estimates of the accuracy parameters. We propose a time-dependent ROC curve that accounts for the informativeness of the covariates in the case of censored data. We propose inverse probability weighted (IPW) estimators for estimating the proposed accuracy parameters. We investigate the performance of the IPW estimators through simulation studies and real-life data analysis.
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