On the optimism correction of the area under the receiver operating characteristic curve in logistic prediction models
Iparragirre, Amaia (Universidad del País Vasco. Departamento de Matemáticas)
Barrio Beraza, Irantzu (Universidad del País Vasco. Departamento de Matemáticas)
Rodríguez-Álvarez, María Xosé (BCAM-Basque Center for Applied Mathematics (Bilbao, País Basc))

Date:	2019
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.
Rights:	Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.
Language:	Anglès
Document:	Article ; recerca ; Versió publicada
Subject:	Prediction models ; Logistic regression ; Area under the receiver operating characteristic curve ; Validation ; Bootstrap
Published in:	SORT : statistics and operations research transactions, Vol. 43 Núm. 1 (January-June 2019) , p. 145-162 (Articles) , ISSN 2013-8830

Adreça alternativa: https://raco.cat/index.php/SORT/article/view/356185
DOI: 10.2436/20.8080.02.82

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