search for: pencina

...ropriate to report AUC with 95% CI's? I have been looking in to the "net reclassification improvement" (see below for reference) but thus far I can only find a version in Hmisc package which requires survival data. Any idea what the best approach is for cross-sectional data? Thanks Pencina MJ, D'Agostino RB Sr, D'Agostino RB Jr, Vasan RS. Evaluating the added predictive ability of a new marker: from area under the ROC curve to reclassification and beyond. Stat Med 2008;27:157-172

Hello Thanks to Frank Harrell for the great Design package. I noted from Pencina's Article (Statistics in Medicine Vol 27, pp157-172) that the result obtained for the Net Reclassification Index depends upon categorical cut-offs for risk (eg in the paper <6%, 6-20% and >20%). I wondered how the improveprob function arrives at its cut-offs, and whether there was any fun...

...that the improveProb() in Hmisc package does this only for binary outcome, while rcorrp.cens() does take survival object, but doesn't output NRI or IDI. Can anyone suggest any other packages that can calculate NRI and IDI for survival data? The reference for NRI extending to survival data is: Pencina MJ, D'Agostino RB, Steyerberg EW (2011): Extensions of net reclassification improvement calculations to measure usefulness of new biomarkers. Stat in Med 30:11-21 Thanks! John [[alternative HTML version deleted]]

...ces in classification? So if a limit is set at 0.05, then lower values indicate significant differences in the classification of both models? is the index value the actual percentage of improvement? Could this be negative if there was actually no improvement? This one might be more related to the Pencina et al article and to my non-statistics background, but how are the # of events moving and nonevents moving up and down defined? does one have to specify a probability value cutoff for classification? Thanks for your help, Dave _________________________________________________________________...

Dear Sirs. I am working with the R packages Hmisc and PredictABEL to make NRI estimates from my Cox models with and without a specific biomarker. According to Pencina et al (Statistics in Medicine 2010, DOI: 0.1002/sim.4085 ), a continuous/non-categorical NRI (NRI>0) is to be used when there are no obvious reason to categorize risk, such as the risk of future cardiovascular events in patients with established cardiovascular disease. My question is therefore:...

Dear all I am trying to compare the performances of several methods using the AUC0.1 and not the whole AUC. (meaning I wanted to compare to AUC's whose x axis only goes to 0.1 not 1) I came to know about the Mcneil Hanley test from Bernardo Rangel Tura and I referred to the original paper for the calculation of "r" which is an argument of the function cROC. I can only find the

Dear, I wanna to compare AUC generated by two distribution models using the same sample. The AUC for model 1 consists of two columns, column A for 0/1 and column B for probability, eahc with the same row number of 3000. The AUC for model 2 consists of two columns, column A for 0/1 and column B for probability, eahc with the same row number of 10000 rows. I am wondering what value I should put

Hi, I would like to compare differences in AUC from 2 different models, glm and gam for predicting presence / absence. I know that in theory the model with a higher AUC is better, but what I am interested in is if statistically the increase in AUC from the glm model to the gam model is significant. I also read quite extensive discussions on the list about ROC and AUC but I still didn't find