The following table explains each of the fit statistics included in
this package’s get_fit_stats. The “better_direction” column
indicates how to compare the statistic across models. “Higher” means
that the model with the higher statistic has better fit (such as iAUC),
and “Lower” means the opposite.
| statistic | source_package | better_direction | notes |
|---|---|---|---|
| Harrel.C.Index | survival::concordance | Higher | survival’s native concordance function with default time weights provides Harrel’s C Statistic. |
| Uno.C.Index | survival::concordance | Higher | survival’s native concordance function, using Uno’s weight’s. |
| iAUC | survAUC::AUC.uno | Higher | Integrated AUC across the observed times in the sample data. |
| iAUC.IQR | survAUC::AUC.uno | Higher | Integrated AUC across the every possible time in the IQR. If the IQR is (10, 40) then this is the iAUC across times 10, 11, 12… 40. |
| iAUC.Q10.Q90 | survAUC::AUC.uno | Higher | Integrated AUC across the every possible time between the 10% Quantile and the 90% Quantile. |
| iAUC.Full | survAUC::AUC.uno | Higher | Integrated AUC across every possible time point from 1 to the longest observed time. |
| AUC.Median | survAUC::AUC.uno | Higher | AUC calculated at the median sample time. |
| AUC.Mean | survAUC::AUC.uno | Higher | AUC calculated at the mean sample time. |
| C.Index | SurvMetrics::Cindex | Higher | C Index calculated using a different package. Often supplies a slightly different value than the survival function. |
| MAE | SurvMetrics::MAE | Lower | Mean Absolute Error via the SurvMetrics package. Average of the differences between predicted and actual observation times. Ignores censored values. |
| IAE | SurvMetrics::IAEISE | Lower | Integrated Absolute Error using the times in the sample data. |
| ISE | SurvMetrics::IAEISE | Lower | Integrated Squared Error using the times in the sample data. |
| IAE.IQR | SurvMetrics::IAEISE | Lower | Integrated Absolute Error using each possible time within the IQR. |
| ISE.IQR | SurvMetrics::IAEISE | Lower | Integrated Squared Error using each possible time within the IQR. |
| IAE.Q10.Q90 | SurvMetrics::IAEISE | Lower | Integrated Absolute Error using each possible time between the 10% and 90% quantiles. |
| ISE.Q10.Q90 | SurvMetrics::IAEISE | Lower | Integrated Squared Error using each possible time between the 10% and 90% quantiles. |
| IAE.Full | SurvMetrics::IAEISE | Lower | Integrated Absolute Error using the every possible time from 1 to the longest observed time. |
| ISE.Full | SurvMetrics::IAEISE | Lower | Integrated Squared Error using the every possible time from 1 to the longest observed time. |
| Brier.Median | SurvMetrics::Brier | Lower | Brier Score at median time. |
| Brier.Mean | SurvMetrics::Brier | Lower | Brier Score at mean time. |
| IBS | SurvMetrics::IBS | Lower | Integrated Brier Score using the observed sample times. |
| IBS.Full | SurvMetrics::IBS | Lower | Integrated Brier Score using all possible times from 1 to the longest observed time. |