A Modified Net Reclassification Improvement Statistic

Glenn Heller

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arXiv · 2204.03146

A Modified Net Reclassification Improvement Statistic

Glenn Heller

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Abstract

The continuous net reclassification improvement (NRI) statistic is a popular model change measure that was developed to assess the incremental value of new factors in a risk prediction model. Two prominent statistical issues identified in the literature call the utility of this measure into question: (1) it is not a proper scoring function and (2) it has a high false positive rate when testing whether new factors contribute to the risk model. For binary response regression models, these subjects are interrogated and a modification of the continuous NRI, guided by the likelihood-based score residual, is proposed to address these issues. Within a nested model framework, the modified NRI may be viewed as a distance measure between two risk models. An application of the modified NRI is illustrated using prostate cancer data.

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Glenn Heller. 2022-04-07. A Modified Net Reclassification Improvement Statistic. https://arxiv.org/abs/2204.03146

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