McAllister, David wrote:
Hello
Thanks to Frank Harrell for the great Design package. I noted from Pencina's Article
(Statistics in Medicine Vol 27, pp157-172) that the result obtained for the Net
Reclassification Index depends upon categorical cut-offs for risk (eg in the paper
<6%, 6-20% and >20%). I wondered how the improveprob function arrives at its
cut-offs, and whether there was any function to change the default cut-offs used.
Thanks for any help you can offer.
Yours sincerely
David McAllister
Note that improveProb is in the Hmisc package.
I believe that almost any statistical method that requires arbitrary
binning of data is problematic. improveProb implements continuous
measures as emphasized by Pencina et al. Their NRI does not use cutoffs.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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