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Survival Analysis

Memorial Sloan-Kettering Cancer Center, Dept. of Epidemiology & Biostatistics Working Paper Series

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Optimal Cutpoint Estimation With Censored Data, Mithat Gonen, Camelia Sima Nov 2008

Optimal Cutpoint Estimation With Censored Data, Mithat Gonen, Camelia Sima

Memorial Sloan-Kettering Cancer Center, Dept. of Epidemiology & Biostatistics Working Paper Series

We consider the problem of selecting an optimal cutpoint for a continuous marker when the outcome of interest is subject to right censoring. Maximal chi square methods and receiver operating characteristic (ROC) curves-based methods are commonly-used when the outcome is binary. In this article we show that selecting the cutpoint that maximizes the concordance, a metric similar to the area under an ROC curve, is equivalent to maximizing the Youden index, a popular criterion when the ROC curve is used to choose a threshold. We use this as a basis for proposing maximal concordance as a metric to use with …