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Full-Text Articles in Physical Sciences and Mathematics
The Net Reclassification Index (Nri): A Misleading Measure Of Prediction Improvement With Miscalibrated Or Overfit Models, Margaret Pepe, Jin Fang, Ziding Feng, Thomas Gerds, Jorgen Hilden
The Net Reclassification Index (Nri): A Misleading Measure Of Prediction Improvement With Miscalibrated Or Overfit Models, Margaret Pepe, Jin Fang, Ziding Feng, Thomas Gerds, Jorgen Hilden
UW Biostatistics Working Paper Series
The Net Reclassification Index (NRI) is a very popular measure for evaluating the improvement in prediction performance gained by adding a marker to a set of baseline predictors. However, the statistical properties of this novel measure have not been explored in depth. We demonstrate the alarming result that the NRI statistic calculated on a large test dataset using risk models derived from a training set is likely to be positive even when the new marker has no predictive information. A related theoretical example is provided in which a miscalibrated risk model that includes an uninformative marker is proven to erroneously …
Semi-Parametric Regression For The Area Under The Receiver Operating Characteristic Curve, Lori E. Dodd, Margaret S. Pepe
Semi-Parametric Regression For The Area Under The Receiver Operating Characteristic Curve, Lori E. Dodd, Margaret S. Pepe
UW Biostatistics Working Paper Series
Medical advances continue to provide new and potentially better means for detecting disease. Such is true in cancer, for example, where biomarkers are sought for early detection and where improvements in imaging methods may pick up the initial functional and molecular changes associated with cancer development. In other binary classification tasks, computational algorithms such as Neural Networks, Support Vector Machines and Evolutionary Algorithms have been applied to areas as diverse as credit scoring, object recognition, and peptide-binding prediction. Before a classifier becomes an accepted technology, it must undergo rigorous evaluation to determine its ability to discriminate between states. Characterization of …