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Overestimation of the receiver operating characteristic curve for logistic regression
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UNSPECIFIED (2002) Overestimation of the receiver operating characteristic curve for logistic regression. BIOMETRIKA, 89 (2). pp. 315-331. ISSN 0006-3444.
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Abstract
Logistic regression is often used to find a linear combination of covariates which best discriminates between two groups or populations. The ROC, receiver operating characteristic, curve is a good way of assessing the performance of the resulting score, but using the same data both to fit the score and to calculate its ROC leads to an over-optimistic estimate of the performance which the score would give if it were to be validated on a sample of future cases. The paper studies the extent of this overestimation, and suggests a shrinkage correction for the ROC curve itself and for the area under the curve. The correction is consistent with Efron's formula for the bias in the error rate of a binary prediction rule. Two medical examples are discussed.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QH Natural history > QH301 Biology Q Science > QA Mathematics |
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Journal or Publication Title: | BIOMETRIKA | ||||
Publisher: | BIOMETRIKA TRUST | ||||
ISSN: | 0006-3444 | ||||
Official Date: | June 2002 | ||||
Dates: |
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Volume: | 89 | ||||
Number: | 2 | ||||
Number of Pages: | 17 | ||||
Page Range: | pp. 315-331 | ||||
Publication Status: | Published |
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