Please Explain what is concordance index?
@tillutony -
The index of concordance is a “global” index for validating the predictive ability of a survival model. It is the fraction of pairs in your data, where the observation with the higher survival time has the higher probability of survival predicted by your model. As far as I remember it equivalent to a rank correlation.
The index is not calculated for every observation/subject. So the c-index can not be interpreted as the risk of a subject. High values mean that your model predicts higher probabilities of survival for higher observed survival times.
Hope this helps!
Regards,
Hinduja
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I have written a post explaining the concordance index in Medium: https://medium.com/@alonso.silva/concordance-index-72298c11eac7
Check it out and let me know what you think.