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How to compare parametric and Cox PH models predictions without Brier score?

Open daniyalshahzad opened this issue 3 years ago • 1 comments

Trying to compare AFT and Cox PH predictions. Concordance only gives out how good the model is ranking the predictions. Cox PH has a partial likelihood which cant be compared to AFT. Looking for some evaluation technique for predictions of both the models.

daniyalshahzad avatar Jun 22 '22 10:06 daniyalshahzad

You will probably have to try an evaluation metric outside of lifelines. The brier score is one such metric, and I would be happy to see that contributed to lifelines!

CamDavidsonPilon avatar Jun 25 '22 17:06 CamDavidsonPilon