Statistics in medicine
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Statistics in medicine · Dec 2014
What to expect from net reclassification improvement with three categories.
The net reclassification improvement (NRI) has become a popular measure of incremental usefulness of markers added to risk prediction models. However, the expected magnitude of the three-category NRI is not well understood, leading researchers to rely on statistical significance. In this paper, we describe a slight modification to the original definition of the NRI, which weighs each reclassification by the number of categories by which a given individual is reclassified. ⋯ We observe that the size of the intermediate risk category and the event rate have limited impact on the magnitude of the NRI. As expected, the NRI increases with the strength of the added marker, and this relationship appears fairly proportional for markers with non-weak net effect size (above 0.25). Furthermore, we conclude that using the NRI as a metric, it is harder to improve models that already perform well.