Physical Sciences and Mathematics Commons^™

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 …