Korn E L, Simon R
Department of Biomathematics, UCLA School of Medicine 90024.
Stat Med. 1990 May;9(5):487-503. doi: 10.1002/sim.4780090503.
The predictive power of a set of prognostic variables in a survival time model is a concept distinct from the statistical significance of the variables or the adequacy of the model fit. In this paper we discuss the importance of quantifying the predictive power of a prognostic model, and suggest measures of explained variation as a possible quantification. The important features of our approach are that (1) the measures are completely model-based; (2) a specification of the time range of interest is easily incorporated; and (3) the null models used for comparison are derived as mixtures of the predicted distributions.
生存时间模型中一组预后变量的预测能力是一个与变量的统计显著性或模型拟合优度不同的概念。在本文中，我们讨论了量化预后模型预测能力的重要性，并提出将解释变异的度量作为一种可能的量化方法。我们方法的重要特点是：（1）这些度量完全基于模型；（2）很容易纳入感兴趣的时间范围的设定；（3）用于比较的零模型是作为预测分布的混合导出的。
