Alternative performance measures for prediction models.

ABSTRACT: As a performance measure for a prediction model, the area under the receiver operating characteristic curve (AUC) is insensitive to the addition of strong markers. A number of measures sensitive to performance change have recently been proposed; however, these relative-performance measures may lead to self-contradictory conclusions. This paper examines alternative performance measures for prediction models: the Lorenz curve-based Gini and Pietra indices, and a standardized version of the Brier score, the scaled Brier. Computer simulations are performed in order to study the sensitivity of these measures to performance change when a new marker is added to a baseline model. When the discrimination power of the added marker is concentrated in the gray zone of the baseline model, the AUC and t

SUBMITTER: Wu YC 

PROVIDER: S-EPMC3946724 | biostudies-literature | 2014

REPOSITORIES: biostudies-literature