Quantifying the Predictive Performance of Prognostic Models for Censored Survival Data with Time‐Dependent Covariates

Summary Prognostic models in survival analysis typically aim to describe the association between patient covariates and future outcomes. More recently, efforts have been made to include covariate information that is updated over time. However, there exists as yet no standard approach to assess the predictive accuracy of such updated predictions. In this article, proposals from the literature are discussed and a conditional loss function approach is suggested, illustrated by a publicly available data set.