For time-to-event outcomes in medical research, survival models are the most appropriate to use. Unlike logistic regression models, quantifying the predictive accuracy of these models is not a trivial task. We present the classes of concordance (C) statistics and R 2 statistics often used to assess the predictive ability of these models. The discussion focuses on Harrell's C, Kent and O'Quigley's R 2, and Royston and Sauerbrei's R 2. We present similarities and differences between the statistics, discuss the software options from the most widely used statistical analysis packages, and give a practical example using the Worcester Heart Attack Study dataset.
Keywords: R 2 statistics; Survival analysis; c statistic; discrimination; predictive accuracy.