ROC and AUC

CHELS — Thu, 20 Feb 2025 21:38:47 GMT

Suppose I have time to event data for 100 subjects, with event indicator (1=Event, 0=Censored) and a Time variable (maximum follow-up of 2 years).

I also have a risk score for each of the subject and I'd like to generate time-dependent ROC and get the AUC at time = 2 years.

However, all of the events happened within the first year and no events between 1-2. With the below code, SAS is only generating AUC up to 1 year.

proc phreg data=Indat concordance plots=roc rocoptions(at=2) ;
model TIME*EVENT(0)=HM3RS;
run;

It gives a warning that say "you have chosen At= time greater than the maximum observed. " Can someone help me to understand this? I thought for Cumulative/Dynamic ROC, everything before 2 years can be taken into account, even though there is no event between 1-2 year.

Thank you!

Re: ROC and AUC

sbxkoenk — Thu, 20 Feb 2025 23:14:29 GMT

Values for AT= option should be between minimum and maximum observed time!

Paper SAS462-2017
Evaluating Predictive Accuracy of Survival Models with PROC PHREG
Changbin Guo, Ying So, and Woosung Jang, SAS Institute Inc.

https://support.sas.com/resources/papers/proceedings17/SAS0462-2017.pdf

BR, Koen

topic ROC and AUC in Statistical Procedures

ROC and AUC

Re: ROC and AUC