A new calibration test and a reappraisal of the calibration belt for the assessment of prediction models based on dichotomous outcomes
Anno: 2014
Autori: Nattino G., Finazzi S., Bertolini G.
Affiliazione autori: IRCCS Ist Ric Farmacol Mario Negri, GiViTI Coordinating Ctr, Lab Clin Epidemiol, Ranica, BG, Italy; Univ Trento, INO CNR BEC Ctr, I-38123 Povo, Trento, Italy; Univ Trento, Dipartimento Fis, I-38123 Povo, Trento, Italy.
Abstract: Calibration is one of the main properties that must be accomplished by any predictive model. Overcoming the limitations of many approaches developed so far, a study has recently proposed the calibration belt as a graphical tool to identify ranges of probability where a model based on dichotomous outcomes miscalibrates. In this new approach, the relation between the logits of the probability predicted by a model and of the event rates observed in a sample is represented by a polynomial function, whose coefficients are fitted and its degree is fixed by a series of likelihood-ratio tests. We propose here a test associated with the calibration belt and show how the algorithm to select the polynomial degree affects the distribution of the test statistic. We calculate its exact distribution and confirm its validity via a numerical simulation. Starting from this distribution, we finally reappraise the procedure to construct the calibration belt and illustrate an application in the medical context.
Giornale/Rivista: STATISTICS IN MEDICINE
Volume: 33 (14) Da Pagina: 2390 A: 2407
Parole chiavi: calibration test; dichotomous outcome models; goodness-of-fit; logistic regression modelsDOI: 10.1002/sim.6100Citazioni: 100dati da “WEB OF SCIENCE” (of Thomson Reuters) aggiornati al: 2025-05-18Riferimenti tratti da Isi Web of Knowledge: (solo abbonati) Link per visualizzare la scheda su IsiWeb: Clicca quiLink per visualizzare la citazioni su IsiWeb: Clicca qui
