The concordance index c and the mann-whitney parameter pr(x > y) with randomly censored data

Academic Article
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publication date

  • 2009

abstract

  • Harrell's c-index or concordance C has been widely used as a measure of separation of two survival distributions. In the absence of censored data, the c-index estimates the Mann-Whitney parameter Pr(X>Y), which has been repeatedly utilized in various statistical contexts. In the presence of randomly censored data, the c-index no longer estimates Pr(X>Y); rather, a parameter that involves the underlying censoring distributions. This is in contrast to Efron's maximum likelihood estimator of the Mann-Whitney parameter, which is recommended in the setting of random censorship.