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. 2022 Sep 5;25(1):188–202. doi: 10.1093/biostatistics/kxac035

Fig. 2.

Fig. 2

The Inline graphic discordance metric does not change as a function of class balance. We randomly sampled Inline graphic = 1000 observations with 500 features from a mixture distribution Inline graphic with Inline graphic being the probability of an observation coming from Inline graphic and Inline graphic coming from Inline graphic with a true mean difference (Inline graphic) (Inline graphic-axis). Along the Inline graphic-axis we change group (or class) balance from balanced (e.g., Inline graphic = 0.50) and to imbalanced (e.g., Inline graphic = 0.05) groups. The plots are heatmaps of true Inline graphic (left) and Inline graphic (right) discordance metrics, which shows Inline graphic does not change as a function of class balance (Inline graphic-axis), only as a function of the true effect size (Inline graphic-axis).