I want to validate a predictive model of overall survival of prostate cancer in our sample of cancer patients. This test yields a result in 1 of 3 ordinal categories (low, intermediate or high probability of surviving). I think the correct approach would be a ROC and AUC against survival in my sample. Now, should I take the survival time and divide it into 3 on account of the 3 categories of the model? Is this correct way? If it were a 2 category model (high risk vs low risk), should I take the OS median to divide OS? My second question is how do I work with a patient who for example survived 6 months but was lost to follow-up? Thanks so much!
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