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Bioinformatics Advance Access published online on May 7, 2007
Bioinformatics, doi:10.1093/bioinformatics/btm232
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© The Author (2007). Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oxfordjournals.org

Assessment of survival prediction models based on microarray data

Martin Schumacher a,*, Harald Binder b and Thomas Gerds b

a Department of Medical Biometry and Statistics, Institute of Medical Biometry and Medical Informatics, University Medical Center Freiburg, Germany
b Freiburg Center of Data Analysis and Model Building, University Freiburg, Germany

*To whom correspondence should be addressed. Prof. Martin Schumacher, E-mail: ms{at}imbi.uni-freiburg.de


  Abstract

Motivation: In the process of developing risk prediction models, various steps of model building and model selection are involved. If this process is not adequately controlled overfitting may result in serious overoptimism leading to potentially erroneous conclusions.

Methods: For right censored time-to-event data, we estimate the prediction error for assessing the performance of a risk prediction model (Graf et al., 1999; Gerds and Schumacher, 2006). Furthermore, resampling methods are used to detect overfitting and resulting overoptimism and to adjust the estimates of prediction error (Gerds and Schumacher, 2007).

Results: We show how and to what extent the methodology can be used in situations characterized by a large number of potential predictor variables where overfitting may be expected to be overwhelming. This is illustrated by estimating the prediction error of some recently proposed techniques for fitting a multivariate Cox regression model applied to the data of a prognostic study in patients with diffuse large-B-cell lymphoma (DLBCL).

Availability: Resampling-based estimation of prediction error curves is implemented in an R package called pec available from the authors.

Associate Editor: Dr. Chris Stoeckert

Received on December 21, 2006; revised on April 24, 2007; accepted on April 26, 2007

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