Table 3.
Overview of the measures used to compare methods on predictive performance and coefficient estimation
| Measure | Abbreviation | Ideal value |
|---|---|---|
| Predictive performance | ||
| Area under the receiver-operator characteristic curve | AUC | 1 |
| Calibration intercept | Intercept | 0 |
| Calibration slope | Slope | 1 |
| Nagelkerke R-squared | R2 | 1 |
| Coefficient estimation | ||
| Mean absolute error between the estimated and the true coefficients | MAE | 0 |
| Mean proportion of coefficients with the same direction of effect after repetition | MJICS | 1 |