Researcher profile

Nancy R. Cook

· Brigham and Women's Hospital

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Assessing the Performance of Prediction Models
2009 · Epidemiology · DOI 10.1097/ede.0b013e3181c30fb2

The performance of prediction models can be assessed using a variety of methods and metrics. Traditional measures for binary and survival outcomes include the Brier score to indicate overall model performance, the concordance (or c) statistic for discriminative ability (or area under the receiver operating characteristic [ROC] curve), and goodness-of-fit statistics for calibration.Several new measures have recently been proposed that can be seen as refinements of discrimination measures, including variants of the c statistic for survival, reclassification tables, net reclassification improvement (NRI), and integrated discrimination improvement (IDI). Moreover, decision-analytic measures have been proposed, including decision curves to plot the net benefit achieved by making decisions based on model predictions.We aimed to define the role of these relatively novel approaches in the evaluation of the performance of prediction models. For illustration, we present a case study of predicting the presence of residual tumor versus benign tissue in patients with testicular cancer (n = 544 for model development, n = 273 for external validation).We suggest that reporting discrimination and calibration will always be important for a prediction model. Decision-analytic measures should be reported if the predictive model is to be used for clinical decisions. Other measures of performance may be warranted in specific applications, such as reclassification metrics to gain insight into the value of adding a novel predictor to an established model.

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Co-authors

Mithat Gönen

Memorial Sloan Kettering Cancer Center

1 shared publication
Ewout W. Steyerberg

Erasmus MC

1 shared publication
Andrew J. Vickers

Memorial Sloan Kettering Cancer Center

1 shared publication
Thomas Alexander Gerds

University of Copenhagen

1 shared publication
Nancy A. Obuchowski

Cleveland Clinic

1 shared publication
Michael Pencina

Boston University

1 shared publication
Michael W. Kattan

Cleveland Clinic

1 shared publication