Evaluating dynamic and predictive discrimination for recurrent event models: use of a time-dependent C-index

Abstract

Summary Interest in analyzing recurrent event data has increased over the past few decades. One essential aspect of a risk prediction model for recurrent event data is to accurately distinguish individuals with different risks of developing a recurrent event. Although the concordance index (C-index) effectively evaluates the overall discriminative ability of a regression model for recurrent event data, a local measure is also desirable to capture dynamic performance of the regression model over time. Therefore, in this study, we propose a time-dependent C-index measure for inferring the model’s discriminative ability locally. We formulated the C-index as a function of time using a flexible parametric model and constructed a concordance-based likelihood for estimation and inference. We adapted a perturbation-resampling procedure for variance estimation. Extensive simulations were conducted to investigate the proposed time-dependent C-index’s finite-sample performance and estimation procedure. We applied the time-dependent C-index to three regression models of a study of re-hospitalization in patients with colorectal cancer to evaluate the models’ discriminative capability.