On the optimism correction of the area under the receiver operating characteristic curve in logistic prediction models
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| Názov: | On the optimism correction of the area under the receiver operating characteristic curve in logistic prediction models |
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| Autori: | Iparragirre, Amaia, Barrio, Irantzu, Rodríguez-Álvarez, María Xosé |
| Zdroj: | SORT-Statistics and Operations Research Transactions; 2019: Vol.: 43 Núm.: 1 January-June; p. 145-162 oai:raco.cat:article/356185 Repositori Institucional de la Universitat Rovira i Virgili instname Dipòsit Digital de Documents de la UAB Universitat Autònoma de Barcelona UPCommons. Portal del coneixement obert de la UPC Universitat Politècnica de Catalunya (UPC) |
| Informácie o vydavateľovi: | Universitat Rovira i Virgili, 2019. |
| Rok vydania: | 2019 |
| Predmety: | validation, Classificació AMS::62 Statistics::62J Linear inference, logistic regression, area under the receiver operating characteristic curve, Classificació AMS::62 Statistics::62J Linear inference, regression, Logistic regression, Prediction models, Bootstrap, Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica, Matemàtiques i estadística::Estadística matemàtica [Àrees temàtiques de la UPC], 62 Statistics::62J Linear inference, regression [Classificació AMS], Validation, Area under the receiver operating characteristic curve, regression, 62J99, bootstrap, Prediction models, logistic regression, area under the receiver operating characteristic curve, validation, bootstrap |
| Popis: | 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. |
| Druh dokumentu: | Article Other literature type |
| Popis súboru: | application/pdf |
| DOI: | 10.2436/20.8080.02.82 |
| Prístupová URL adresa: | http://hdl.handle.net/20.500.11797/RP3412 https://hdl.handle.net/20.500.11797/RP3412 https://ddd.uab.cat/record/205824 https://hdl.handle.net/2117/178517 http://hdl.handle.net/2117/178517 https://upcommons.upc.edu/handle/2117/178517 https://dialnet.unirioja.es/servlet/articulo?codigo=7013164 https://ddd.uab.cat/pub/sort/sort_a2019m1-6v43n1/sort_a2019m1-6v43n1p145.pdf https://ddd.uab.cat/record/205824?ln=ca https://www.raco.cat/index.php/SORT/article/view/356185 |
| Rights: | CC BY NC ND |
| Prístupové číslo: | edsair.dedup.wf.002..db8b32af8d507cbfc40077de79bff92c |
| Databáza: | OpenAIRE |
Nájsť tento článok vo Web of Science | Abstrakt: | 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. |
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| DOI: | 10.2436/20.8080.02.82 |