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st: IDI calculation

From   Eduardo Nunez <[email protected]>
To   [email protected]
Subject   st: IDI calculation
Date   Wed, 13 Jan 2010 18:51:03 -0500

Dear Statalisters,

I would like to automate the calculation of the integrated
discrimination improvement (or IDI) from several nested models, in
order to evaluate the incremental predictive ability of two
Model 1 = clinical factors
Model 2 = clinical factors + BNP
Model 3 = clinical factors + Ca125
Model 4 = clinical factors + BNP + Ca125
Model 5 = clinical factors + BNP##Ca125

The formula to calculate the IDI is:
Absolute IDI= (p_event2-p_event1)+(p_nonevent1-p_nonevent2),
Relative IDI= [(p_event2-p_nonevent2)/(p_event1-p_nonevent1)]-1

The probabilities for events & nonevents are calculated as follow:
Model 1= logistic death X1 X2 X3
predict double m6m_0, pr
Model 2= logistic death X1 X2 X3 BNP
predict double m6m_bnp, pr
Model 3= logistic death X1 X2 X3 Ca125
predict double m6m_ca, pr
Model 4= logistic death X1 X2 X3 BNP Ca125
predict double m6m_bnpca, pr
Model 5= logistic death X1 X2 X3 BNP##Ca125
predict double m6mbnpca, pr

For Model 2 vs Model 1:
sum m6m_0 if death==1
sum m6m_bnp if death==1
sum m6m_0 if death==0
sum m6m_bnp if death==0

Absolute IDI .....display (.336075-.3197818)+(.1323866-.1292155)
Relative IDI.......display ((.336075-.1292155)/(.3197818-.1323866))-1

Then, I tried the following code (for relative IDI) with error:
tempname hdle
capt erase info.dta
postfile `hdle' str10 idi2_1 idi3_1 idi4_1 idi5_1 /*
*/ using info

foreach var of varlist m6m_0 m6m_bnp m6m_ca m6m_bnpca m6mbnpca {
     sum `var' if !death
       loc m6m_0_mean0=r(mean)
       loc m6m_bnp_mean0=r(mean)
       loc m6m_ca_mean0=r(mean)
       loc m6m_bnpca_mean0=r(mean)
       loc m6mbnpca_mean0=r(mean)
     sum `var' if death
       loc m6m_0_mean1=r(mean)
       loc m6m_bnp_mean1=r(mean)
       loc m6m_ca_mean1=r(mean)
       loc m6m_bnpca_mean1=r(mean)
       loc m6mbnpca_mean1=r(mean)
	   gen idi3_1=((m6m_ca_mean1-m6m_ca_mean0)/(m6m_0_mean1-m6m_0_mean0))-1
	   gen idi4_1=((m6m_bnpca_mean1-m6m_bnpca_mean0)/(m6m_0_mean1-m6m_0_mean0))-1
	   gen idi5_1=((m6mbnpca_mean1-m6mbnpca_mean0)/(m6m_0_mean1-m6m_0_mean0))-1
       post `hdle' (`idi2_1') (`idi3_1') (`idi4_1') (`idi5_1')

postclose `hdle'

use info, clear
l, abbrev(10) noobs sep(0)


Can someone help me with this?

Warm regards,

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