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STBRIER: Stata module to compute Brier score for censored time-to-event (survival) data

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group)

  • Thomas A Gerds

    (University of Copenhagen)

  • Chuck Huber

    (StataCorp)

Programming Language

Stata

Abstract

stbrier computes the Brier score for risk prediction models in survival analysis based on right censored data by weighting individuals by their inverse probability of being uncensored [Graf et al. 1999; Gerds & Schumacher 2006; Binder et al. 2009] (see brier for non-censored data). In settings without competing risks stbrier can compute the Brier score of a parametric (streg) or semi-parametric Cox regression model (stcox), and in the presence of competing risks, the Brier score of a Fine-Gray regression model (stcrreg). To serve as a benchmark (null model), stbrier can be computed without covariates [Gerds et al. 2008]. Additionally, the user can use a simple wrapper program to compute the integrated Brier score [Graf et al.1999] across all values of btime (see the example below).

Suggested Citation

  • Ariel Linden & Thomas A Gerds & Chuck Huber, 2017. "STBRIER: Stata module to compute Brier score for censored time-to-event (survival) data," Statistical Software Components S458368, Boston College Department of Economics, revised 25 Aug 2017.
    • Handle: RePEc:boc:bocode:s458368
    Note: This module should be installed from within Stata by typing "ssc install stbrier". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/s/stbrier.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/stbrier.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/melanoma.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/GBSG2.dta
    File Function: sample data file
    Download Restriction: no
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