Overall performance |
R2 Brier |
Validation graph |
Better with lower distance between Y and Ŷ. Captures calibration and discrimination aspects. |
Discrimination |
C statistic |
ROC curve |
Rank order statistic; Interpretation for a pair of patients with and without the outcome |
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Discrimination slope |
Box plot |
Difference in mean of predictions between outcomes; Easy visualization |
Calibration |
Calibration-in-the-large |
Calibration or validation graph |
Compare mean(y) versus mean(ŷ); essential aspect for external validation |
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Calibration slope |
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Regression slope of linear predictor; essential aspect for internal and external validation related to ‘shrinkage’ of regression coefficients |
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Hosmer-Lemeshow test |
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Compares observed to predicted by decile of predicted probability |
Reclassification |
Reclassification table |
Cross-table or scatter plot |
Compare classifications from 2 models (one with, one without a marker) for changes |
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Reclassification calibration |
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Compare observed and predicted within cross-classified categories |
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Net Reclassification Index (NRI) |
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Compare classifications from 2 models for changes by outcome for a net calculation of changes in the right correction |
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Integrated Discrimination Index (IDI) |
Box plots for 2 models (one with, one without a marker) |
Integrates the NRI over all possible cut-offs; equivalent to difference in discrimination slopes |
Clinical usefulness |
Net Benefit (NB) |
Cross-table |
Net number of true positives gained by using a model compared to no model at a single threshold (NB) or over a range of thresholds (DCA) |
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Decision curve analysis (DCA) |
Decision curve |