Addressing issues associated with evaluating prediction models for survival endpoints based on the concordance statistic

Summary Prediction models for disease risk and prognosis play an important role in biomedical research, and evaluating their predictive accuracy in the presence of censored data is of substantial interest. The standard concordance ( c ) statistic has been extended to provide a summary measure of predictive accuracy for survival models. Motivated by a prostate cancer study, we address several issues associated with evaluating survival prediction models based on c − statistic with a focus on estimators using the technique of inverse probability of censoring weighting (IPCW). Compared to the existing work, we provide complete results on the asymptotic properties of the IPCW estimators under the assumption of coarsening at random (CAR), and propose a sensitivity analysis under the mechanism of noncoarsening at random (NCAR). In addition, we extend the IPCW approach as well as the sensitivity analysis to high‐dimensional settings. The predictive accuracy of prediction models for cancer recurrence after prostatectomy is assessed by applying the proposed approaches. We find that the estimated predictive accuracy for the models in consideration is sensitive to NCAR assumption, and thus identify the best predictive model. Finally, we further evaluate the performance of the proposed methods in both settings of low‐dimensional and high‐dimensional data under CAR and NCAR through simulations.