Types of Measures | Measures | Characteristics | Range and Interpretation | Software |
---|---|---|---|---|
Overall Performance | R^{2} _{BS} | Assesses relative gain in predictive accuracy quantified using at a specific time point based on squared error loss function. |
Range: 0 to 1 Interpretation: % gain in predictive accuracy at a single time point relative to the null model. | Available in SAS and R and easy to implement in other software |
R^{2} _{IBS} | Same approach as R^{2} _{BS} but provides a summary over a range of time period. | Range: same as R^{2} _{BS} Interpretation: % gain in predictive accuracy over a range of time period relative to the null model. | Available in SAS and R and easy to implement in other software | |
R^{2} _{SH} | Assesses relative gain in predictive accuracy quantified based on absolute error loss function. It is not robust to model mis-specification. | Same as R^{2} _{IBS} | Available in SAS and R and easy to implement in other software | |
R^{2} _{S} | Modified version of R^{2} _{SH} which is robust to model mis-specification. | Same as R^{2} _{IBS} | Available in SAS and R and easy to implement other software | |
R^{2} _{PM} | Measures the variation in the outcome explained by the covariates in the model. Assume that the model is correctly specified. Requires re-calibration in the validation data. |
Range: 0 to 1 Interpretation: % of explained variation by the model. | Easy to implement in any software | |
R^{2} _{D} | Measures the relative gain in prognostic separation quantified by the D statistic. Assume that the PI is normally distributed. |
Range: 0 to 1 Interpretation: % of prognostic separation explained by the model. | Available in Stata and easy to implement in other software | |
Discrimination | C_{H} | Rank order statistic based on usable pairs in which shorter time corresponds to an event. |
Range: 0.5 to 1 Interpretation: probability of correct ordering for a randomly selected pair of subjects. | Available in R and Stata and easy to implement in software |
C_{U} | Rank order statistic based on usable pairs. Inverse probability weighting is used to compensate for censoring. | Same as C_{H.} | Available in R and easy to implement in other software | |
C_{GH} | Rank order statistic based on all patient pairs. Assumes that Cox PH model is correctly specified.Requires re-calibration in the validation data. | Same as C_{H.} | Available in R and Stata and easy to implement in other software | |
D | Quantifies the observed separation between low and high risk groups. Assumes that PI is normally distributed. |
Range: 0 to ∞ Interpretation: log hazard ratio between two equal sized prognostic groups fromed by dichotomising the PI at its median.. | Available in Stata and easy to implement in other software | |
Calibration | Cal Slope | Regression slope of the PI and assesses the agreement between the observed and predicted survival.. |
Range: −∞ to ∞ Interpretation: a value of 1 suggests perfect calibration and a value much lower than 1 suggest overfitting. | Easy to implement in any software |