Departments of Quantitative Health Sciences and Outcomes Research, Cleveland Clinic, OH, USA.
Stat Med. 2013 Jan 30;32(2):282-9. doi: 10.1002/sim.5544. Epub 2012 Jul 30.
Calibration in binary prediction models, that is, the agreement between model predictions and observed outcomes, is an important aspect of assessing the models' utility for characterizing risk in future data. A popular technique for assessing model calibration first proposed by D. R. Cox in 1958 involves fitting a logistic model incorporating an intercept and a slope coefficient for the logit of the estimated probability of the outcome; good calibration is evident if these parameters do not appreciably differ from 0 and 1, respectively. However, in practice, the form of miscalibration may sometimes be more complicated. In this article, we expand the Cox calibration model to allow for more general parameterizations and derive a relative measure of miscalibration between two competing models from this more flexible model. We present an example implementation using data from the US Agency for Healthcare Research and Quality.
在二元预测模型中,即模型预测与观测结果之间的一致性,是评估模型在未来数据中刻画风险的效用的一个重要方面。一种评估模型校准的流行技术,最早由 D. R. Cox 于 1958 年提出,涉及拟合一个逻辑模型,该模型包含截距和斜率系数,用于估计结果的对数几率;如果这些参数分别与 0 和 1 没有明显差异,则可以明显看出校准良好。然而,在实践中,校准的形式有时可能更加复杂。在本文中,我们扩展了 Cox 校准模型,以允许更一般的参数化,并从这个更灵活的模型中得出两个竞争模型之间相对的校准偏差度量。我们使用美国医疗保健研究与质量局的数据展示了一个示例实现。