Accurate risk prediction has been the central goal in many studies of survival outcomes. In the presence of multiple risk factors, a censored regression model can be employed to estimate a risk prediction rule. Before the prediction tool can be popularized for practical use, it is crucial to rigorously assess its prediction performance. In our motivating example, researchers are interested in developing and validating a risk prediction tool to identify future lung cancer cases by integrating demographic information, disease characteristics and smoking-related data. Considering the long latency period of cancer, it is desirable for a prediction tool to achieve discriminative performance that does not weaken over time. We propose estimation and inferential procedures to comprehensively assess both the overall predictive discrimination and the temporal pattern of an estimated prediction rule. The proposed methods readily accommodate commonly used censored regression models, including the Cox proportional hazards model and the accelerated failure time model. The estimators are consistent and asymptotically normal, and reliable variance estimators are also developed. The proposed methods offer an informative tool for inferring time-dependent predictive discrimination, as well as for comparing the discrimination performance between candidate models. Applications of the proposed methods demonstrate enduring performance of the risk prediction tool in the PLCO study and detected decaying performance in a study of liver disease.

准确的风险预测一直是许多生存结果研究的中心目标。在存在多个风险因素的情况下，可以使用删失回归模型来估计风险预测规则。在预测工具可以推广到实际使用之前，严格评估其预测性能至关重要。在我们的激励示例中，研究人员有兴趣开发和验证风险预测工具，以通过整合人口统计信息、疾病特征和吸烟相关数据来识别未来的肺癌病例。考虑到癌症的潜伏期较长，希望预测工具能够实现不随时间减弱的判别性能。我们提出估计和推理程序来综合评估整体预测歧视和估计预测规则的时间模式。所提出的方法很容易适应常用的删失回归模型，包括 Cox 比例风险模型和加速故障时间模型。估计量一致且渐近正态，并且还开发了可靠的方差估计量。所提出的方法提供了一种信息工具，用于推断时间相关的预测歧视，以及用于比较候选模型之间的歧视性能。所提出方法的应用证明了风险预测工具在 PLCO 研究中的持久性能，并在肝病研究中检测到衰减性能。估计量一致且渐近正态，并且还开发了可靠的方差估计量。所提出的方法提供了一种信息工具，用于推断时间相关的预测歧视，以及用于比较候选模型之间的歧视性能。所提出方法的应用证明了风险预测工具在 PLCO 研究中的持久性能，并在肝病研究中检测到衰减性能。估计量一致且渐近正态，并且还开发了可靠的方差估计量。所提出的方法提供了一种信息工具，用于推断时间相关的预测歧视，以及用于比较候选模型之间的歧视性能。所提出方法的应用证明了风险预测工具在 PLCO 研究中的持久性能，并在肝病研究中检测到衰减性能。