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Measures to Summarize and Compare the Predictive Capacity of Markers

Author

Listed:
  • Gu Wen

    (Amgen)

  • Pepe Margaret

    (University of Washington)

Abstract

The predictive capacity of a marker in a population can be described using the population distribution of risk (Huang et al. 2007; Pepe et al. 2008a; Stern 2008). Virtually all standard statistical summaries of predictability and discrimination can be derived from it (Gail and Pfeiffer 2005). The goal of this paper is to develop methods for making inference about risk prediction markers using summary measures derived from the risk distribution. We describe some new clinically motivated summary measures and give new interpretations to some existing statistical measures. Methods for estimating these summary measures are described along with distribution theory that facilitates construction of confidence intervals from data. We show how markers and, more generally, how risk prediction models, can be compared using clinically relevant measures of predictability. The methods are illustrated by application to markers of lung function and nutritional status for predicting subsequent onset of major pulmonary infection in children suffering from cystic fibrosis. Simulation studies show that methods for inference are valid for use in practice.

Suggested Citation

  • Gu Wen & Pepe Margaret, 2009. "Measures to Summarize and Compare the Predictive Capacity of Markers," The International Journal of Biostatistics, De Gruyter, vol. 5(1), pages 1-49, October.
  • Handle: RePEc:bpj:ijbist:v:5:y:2009:i:1:n:27
    DOI: 10.2202/1557-4679.1188
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    References listed on IDEAS

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    1. Andrew J. Vickers & Elena B. Elkin, 2006. "Decision Curve Analysis: A Novel Method for Evaluating Prediction Models," Medical Decision Making, , vol. 26(6), pages 565-574, November.
    2. Ying Huang & Margaret Sullivan Pepe & Ziding Feng, 2007. "Evaluating the Predictiveness of a Continuous Marker," Biometrics, The International Biometric Society, vol. 63(4), pages 1181-1188, December.
    3. Jing Qin, 2003. "Using logistic regression procedures for estimating receiver operating characteristic curves," Biometrika, Biometrika Trust, vol. 90(3), pages 585-596, September.
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    Citations

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    Cited by:

    1. Baker Stuart G. & Van Calster Ben & Steyerberg Ewout W., 2012. "Evaluating a New Marker for Risk Prediction Using the Test Tradeoff: An Update," The International Journal of Biostatistics, De Gruyter, vol. 8(1), pages 1-37, March.
    2. Cook Nancy R, 2010. "Comment: Measures to Summarize and Compare the Predictive Capacity of Markers," The International Journal of Biostatistics, De Gruyter, vol. 6(1), pages 1-6, July.
    3. Hajime Uno & Tianxi Cai & Lu Tian & L. J. Wei, 2011. "Graphical Procedures for Evaluating Overall and Subject-Specific Incremental Values from New Predictors with Censored Event Time Data," Biometrics, The International Biometric Society, vol. 67(4), pages 1389-1396, December.
    4. Mei-Cheng Wang & Shanshan Li, 2012. "Bivariate Marker Measurements and ROC Analysis," Biometrics, The International Biometric Society, vol. 68(4), pages 1207-1218, December.

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