Assessing model prediction performance for the expected cumulative number of recurrent events

DOI10.1007/S10985-023-09610-XarXiv2302.00925OpenAlexW4318621372MaRDI QIDQ6205054FDOQ6205054

Authors: Olivier Bouaziz 

Publication date: 11 April 2024

Published in: Lifetime Data Analysis (Search for Journal in Brave)

Abstract: In a recurrent events setting, we introduce a new score designed to evaluate the prediction ability, for a given model, of the expected cumulative number of recurrent events. This score allows to take into account the individual history of a patient through its external covariates and can be seen as an extension of the Brier Score for single time to event data but works for recurrent events with or without a terminal event. Theoretical results are provided that show that under standard assumptions in a recurrent event context, our score can be asymptotically decomposed as the sum of the theoretical mean squared error between the model and the true expected cumulative number of recurrent events and an inseparability term that does not depend on the model. This decomposition is further illustrated on simulations studies. It is also shown that this score should be used in comparison with a null model, such as a nonparametric estimator that does not include the covariates. Finally, the score is applied for the prediction of hospitalisations on a dataset of patients suffering from atrial fibrillation and a comparison of the predictions performance of different models, such as the Cox model or the Aalen Model, is investigated.

Full work available at URL: https://arxiv.org/abs/2302.00925

zbMATH Keywords

recurrent eventsright-censoringterminal eventBrier Scoreprediction assessment

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Survival analysis and censored data (62Nxx)

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