Prioritized concordance index for hierarchical survival outcomes

We propose an extension of Harrell's concordance (C) index to evaluate the prognostic utility of biomarkers for diseases with multiple measurable outcomes that can be prioritized. Our prioritized concordance index measures the probability that, given a random subject pair, the subject with the worst disease status as of a time τ has the higher predicted risk. Our prioritized concordance index uses the same approach as the win ratio, by basing generalized pairwise comparisons on the most severe or clinically important comparable outcome. We use an inverse probability weighting technique to correct for study‐specific censoring. Asymptotic properties are derived using U‐statistic properties. We apply the prioritized concordance index to two types of disease processes with a rare primary outcome and a more common secondary outcome. Our simulation studies show that when a predictor is predictive of both outcomes, the new concordance index can gain efficiency and power in identifying true prognostic variables compared to using the primary outcome alone. Using the prioritized concordance index, we examine whether novel clinical measures can be useful in predicting risk of type II diabetes in patients with impaired glucose resistance whose disease status can also regress to normal glucose resistance. We also examine the discrimination ability of four published risk models among ever smokers at risk of lung cancer incidence and subsequent death.