EvaluatingPredictive Accuracy of SurvivalModels …

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Paper SAS462-2017Evaluating Predictive Accuracy of Survival Models with PROC PHREGChangbin Guo, Ying So, and Woosung Jang, SAS Institute validation is an important step in the model building process because it provides opportunities to assess the reliability of models before their deployment. Predictive Accuracy measures the ability of the models to predict future risks, and significant developments have been made in recent years in the evaluation of survival m odels. SAS/STAT includes updates to the PHREG procedure with a variety of techniques to calculate overall concordance statistics and time-dependent receiver operator characteristic (ROC) curves for right-censored data.

ROC Analysis in PROC LOGISTIC: A Review Assume that the binary response, E, of an individual or an experimental unit can take one of two possible values, denoted for convenience by 0 and 1. Suppose Zis a vector of explanatory variables and ˇ DPr.E 1j /is the response probability to be modeled.