Assessment and comparison of prognostic classification schemes for survival data

Prognostic classification schemes have often been used in medical applicati ons, but rarely subjected to a rigorous examination of their adequacy. For survival data, the statistical methodology to assess such schemes consists mainly of a range of ad hoc approaches, and there is an alarming lack of co mmonly accepted standards in this field. We review these methods and develo p measures of inaccuracy which may be calculated in a validation study in o rder to assess the usefulness of estimated patient-specific survival probab ilities associated with a prognostic classification scheme. These measures are meaningful even when the estimated probabilities are misspecified, and asymptotically they are not affected by random censorship. In addition, the y can be used to derive R-2-type measures of explained residual variation. A breast cancer study will serve for illustration throughout the paper. Cop yright (C) 1999 John Wiley & Sons, Ltd.