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From |
"Daniel Waxman" <[email protected]> |

To |
<[email protected]> |

Subject |
st: Does my statistic for "net proportion of subjects with improved prediction" already exist? |

Date |
Thu, 27 Sep 2007 12:31:22 -0400 |

Statalist, I am studying the effect of adding a biomarker to an existing model and want to describe the effect of that model vis-�-vis the number of subjects with improved predictions in the �new model� vs. the �old model�. While there is an extensive literature on this topic, most of it divides the outcome into risk categories (i.e. predicted risk of 0-5%, 5-10%, etc.), something that I am not so interested in doing. An intuitive way to look at this would be to look at the net number of subjects who are assigned a higher predicted probability with the new model among those with the outcome in question, plus the net number assigned a lower probability among those who did not have the outcome. The ratio of this number to the total # of subjects would then be the proportion of patients with improved predictions (and would range from zero to 1). See example below. My question: Did I just reinvent the wheel? (e.g. is this equivalent to some existing statistic?) Does anybody see any logical problem with looking at this as one measure of the effect of adding a predictor to an existing model? Thanks, Daniel Waxman **** example: (where zlog is continuous, zero is dichotomous, new_marker is the dichotomous new marker, and there is no missing data) *** . logistic outcome zlog zero . predict p_old . logistic outcome zlog zero new_marker . predict p_new . count if e(sample) . gen N=r(N) . egen number_up_outcome=total(p_new>p_old & outcome) . egen number_down_outcome=total(p_new<p_old & outcome) . egen number_up_no_outcome=total(p_new>p_old & !outcome) . egen number_down_no_outcome=total(p_new<p_old & !outcome) . gen net_proportion_improved= ((number_up_outcome-number_down_outcome)+(number_down_no_outcome-number_up_n o_outcome))/N No virus found in this outgoing message. Checked by AVG Free Edition. Version: 7.5.488 / Virus Database: 269.13.32/1033 - Release Date: 9/27/2007 11:06 AM * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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