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The effectiveness of risk scores: the logit rank plot
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UNSPECIFIED (1999) The effectiveness of risk scores: the logit rank plot. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 48 (Part 2). pp. 165-183. ISSN 0035-9254.
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Abstract
A risk score s for event E is a function of covariates with the property that P(E\s) is an increasing function of s. Motivated by applications in medicine and in criminology, we suggest the logit rank plot as a good way of summarizing the effectiveness of such a score. Explicitly, plot togit {P(E\s)} against logit(r), where r is the proportional rank of s in a sample or population. The slope of this plot gives an overall measure of effectiveness, and the logit rank transformation provides a common basis on which different risk scores can be compared. Some practical and theoretical aspects are discussed.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS | ||||
Publisher: | BLACKWELL PUBL LTD | ||||
ISSN: | 0035-9254 | ||||
Official Date: | 1999 | ||||
Dates: |
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Volume: | 48 | ||||
Number: | Part 2 | ||||
Number of Pages: | 19 | ||||
Page Range: | pp. 165-183 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
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