Concordance index 2026-10-07
A survival concordance index measures agreement between predicted risk ordering and observed event ordering over comparable subject pairs, with half credit for prediction ties. A pair is ordinarily comparable when the earlier observed follow-up ends in an event. Censoring-adjusted versions can reduce dependence on follow-up patterns. Good discrimination does not imply good survival prediction calibration or correct proportional hazards.
Past exam of the mathematics course of the University of Cambridge 2013 iii Paper 32 7 Solution 2026-10-07
Begin by defining the scientific target: prediction for a new patient, or estimation of adjusted covariate effects. Check event definitions, follow-up origins, right-censoring codes and any delayed entry. The analysis assumes independent patients and censoring that is noninformative conditional on modeled covariates. For fixed explanatory variables , the Cox proportional-hazards model iswith an unrestricted baseline hazard and coefficients constant over time. Report as the conditional hazard ratio for a one-unit change in the coded variable, not as a risk ratio or automatically a causal effect.
For untied event times, fit the coefficients by maximizing the Cox partial likelihoodThe baseline cancels within each event risk set. Use an appropriate tied-event method, such as an Efron approximation or an exact method for a genuinely discrete event scale; the Breslow approximation for tied event times is another explicit approximation. Numerical score/information methods fit the model, and inverse information gives conventional covariance estimates for independent subjects. Report coefficient estimates, hazard ratios, uncertainty and the coding that makes their interpretation meaningful. After fitting, the Breslow estimator gives , from which provides predicted survival.
Adequacy is broader than significance of coefficients. Inspect influential observations, deviance residuals and data errors. Cox–Snell residuals should have approximately unit-exponential survival under a well-fitting model, retaining the original censoring indicators; a cumulative-hazard plot of these residuals should be near the 45-degree line. This is an overall diagnostic, not a substitute for the functional-form and proportionality checks below. For prediction, assess held-out discrimination and survival prediction calibration at prespecified time horizons with methods accounting for censoring. A high concordance index alone does not establish good calibration or correct hazard structure.
Use bootstrap or held-out cross-validation that repeats the complete modeling procedure, including imputation, variable selection and tuning. Validation of only the final fitted coefficients understates overfitting from earlier decisions. Report any substantive lack of fit rather than presenting a single time-independent hazard ratio when the data do not support that representation.
Survival prediction calibration 2026-10-07
Calibration compares predicted survival probabilities with observed survival experience at relevant horizons or over time. Censoring must be handled, for example by suitable survival estimates or inverse-probability weighting. Calibration should be assessed on validated predictions, because the fitting sample can hide optimism from variable selection and tuning. It is distinct from the risk-ranking information measured by a concordance index.