Nonparametric receiver operating characteristic‐based evaluation for survival outcomes

For censored survival outcomes, it can be of great interest to evaluate the predictive power of individual markers or their functions. Compared with alternative evaluation approaches, approaches based on the time-dependent receiver operating characteristics (ROC) rely on much weaker assumptions, can be more robust, and hence are preferred. In this article, we examine evaluation of markers' predictive power using the time-dependent ROC curve and a concordance measure that can be viewed as a weighted area under the time-dependent area under the ROC curve profile. This study significantly advances from existing time-dependent ROC studies by developing nonparametric estimators of the summary indexes and, more importantly, rigorously establishing their asymptotic properties. It reinforces the statistical foundation of the time-dependent ROC-based evaluation approaches for censored survival outcomes. Numerical studies, including simulations and application to an HIV clinical trial, demonstrate the satisfactory finite-sample performance of the proposed approaches.