کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
8919465 1642889 2018 26 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Discrimination measures for discrete time-to-event predictions
ترجمه فارسی عنوان
معیارهای تبعیض برای پیش بینی های زمان گاه به گاه گسسته است
کلمات کلیدی
شاخص همبستگی، داده های زمان به رویداد گسسته، معیارهای تبعیض، مقیاس احتمال معکوس، پیش بینی، تجزیه و تحلیل بقا،
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی
Discrete time-to-event models have become a popular tool for the statistical analysis of longitudinal data. These models are useful when either time is intrinsically discrete or when continuous time-to-event outcomes are collected at pre-specified follow-up times, yielding interval-censored data. While there exists a variety of methods for discrete-time model building and estimation, measures for the evaluation of discrete time-to-event predictions are scarce. To address this issue, a set of measures that quantify the discriminatory power of prediction rules for discrete event times is proposed. More specifically, sensitivity rates, specificity rates, AUC, and also a time-independent summary index (“concordance index”) for discrete time-to-event outcomes are developed. Using inverse-probability-of-censoring weighting, it is shown how to consistently estimate the proposed measures from a set of censored data. To illustrate the proposed methodology, the duration of unemployment of US citizens is analyzed, and it is demonstrated how discrimination measures can be used for model comparison.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Econometrics and Statistics - Volume 7, July 2018, Pages 153-164
نویسندگان
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