Evaluating the ROC Performance of Markers for Future Events

Margaret Pepe, University of Washington, Fred Hutch Cancer Research Center
Yingye Zheng, Fred Hutchinson Cancer Research Center
Yuying Jin, University of Washington

Abstract

Receiver operating characteristic (ROC) curves play a central role in the evaluation of biomarkers and tests for disease diagnosis. Predictors for event time outcomes can also be evaluated with ROC curves, but the time lag between marker measurement and event time must be acknowledged. We discuss different definitions of time-dependent ROC curves in the context of real applications. Several approaches have been proposed for estimation. We contrast retrospective versus prospective methods in regards to assumptions and flexibility, including their capacities to incorporate censored data, competing risks and different sampling schemes. Applications to two datasets are presented.