IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v41y2014i12p2696-2708.html
   My bibliography  Save this article

On a measure of information gain for regression models in survival analysis

Author

Listed:
  • Delphine Maucort-Boulch
  • Pascal Roy
  • Janez Stare

Abstract

Papers dealing with measures of predictive power in survival analysis have seen their independence of censoring, or their estimates being unbiased under censoring, as the most important property. We argue that this property has been wrongly understood. Discussing the so-called measure of information gain, we point out that we cannot have unbiased estimates if all values, greater than a given time τ, are censored. This is due to the fact that censoring before τ has a different effect than censoring after τ. Such τ is often introduced by design of a study. Independence can only be achieved under the assumption of the model being valid after τ, which is impossible to verify. But if one is willing to make such an assumption, we suggest using multiple imputation to obtain a consistent estimate. We further show that censoring has different effects on the estimation of the measure for the Cox model than for parametric models, and we discuss them separately. We also give some warnings about the usage of the measure, especially when it comes to comparing essentially different models.

Suggested Citation

  • Delphine Maucort-Boulch & Pascal Roy & Janez Stare, 2014. "On a measure of information gain for regression models in survival analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(12), pages 2696-2708, December.
  • Handle: RePEc:taf:japsta:v:41:y:2014:i:12:p:2696-2708
    DOI: 10.1080/02664763.2014.926596
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/02664763.2014.926596
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1080/02664763.2014.926596?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:41:y:2014:i:12:p:2696-2708. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.