Abstract:
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In the context of time-to-event analysis, a primary objective is to model the risk of experiencing a particular event in relation to a set of observed predictors. The Concordance Index (C-Index) is a statistic frequently used in practice to estimate how well such models discriminate various risk levels in a population. However, the properties of conventional C-Index estimators when applied to left-truncated time-to-event data have not been well-studied, despite the fact that left-truncation is commonly encountered in observational studies. We show that the limiting values of conventional C-Index estimators depend on the underlying distribution of truncation times, which can result in a misleading interpretation of model performance. We also develop a new C-Index estimator based on Inverse Probability Weighting (IPW) that corrects for this limitation. The IPW estimator is highly robust to the underlying truncation distribution and often outperforms conventional methods in terms of bias, mean squared error, and coverage probability.
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