Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2019

On the optimism correction of the area under the receiver operating characteristic curve in logistic prediction models

  • Identification data

    Identifier: RP:3412
    Handle: https://hdl.handle.net/20.500.11797/RP3412
    Authors:
    Rodríguez-Álvarez, María XoséBarrio, IrantzuIparragirre, Amaia
    Abstract:
    When the same data are used to fit a model and estimate its predictive performance, this estimate may be optimistic, and its correction is required. The aim of this work is to compare the behaviour of different methods proposed in the literature when correcting for the optimism of the estimated area under the receiver operating characteristic curve in logistic regression models. A simulation study (where the theoretical model is known) is conducted considering different number of covariates, sample size, prevalence and correlation among covariates. The results suggest the use of k-fold cross-validation with replication and bootstrap.

  • Others:

    URV's Author/s: Rodríguez-Álvarez, María Xosé Barrio, Irantzu Iparragirre, Amaia
    Keywords: Prediction models, logistic regression, area under the receiver operating characteristic curve, validation, bootstrap
    Abstract: When the same data are used to fit a model and estimate its predictive performance, this estimate may be optimistic, and its correction is required. The aim of this work is to compare the behaviour of different methods proposed in the literature when correcting for the optimism of the estimated area under the receiver operating characteristic curve in logistic regression models. A simulation study (where the theoretical model is known) is conducted considering different number of covariates, sample size, prevalence and correlation among covariates. The results suggest the use of k-fold cross-validation with replication and bootstrap.
    Journal publication year: 2019
    Publication Type: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article

  • Keywords:

    Prediction models, logistic regression, area under the receiver operating characteristic curve, validation, bootstrap

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