A model-based concordance-type index for evaluating the added predictive ability of novel risk factors and markers in the logistic regression models

M. Shafiqur Rahman and Afrin Sadia Rumana

Journal of Applied Statistics, 2019, vol. 46, issue 12, 2145-2163

Abstract: The Concordance statistic (C-statistic) is commonly used to assess the predictive performance (discriminatory ability) of logistic regression model. Although there are several approaches for the C-statistic, their performance in quantifying the subsequent improvement in predictive accuracy due to inclusion of novel risk factors or biomarkers in the model has been extremely criticized in literature. This paper proposed a model-based concordance-type index, CK, for use with logistic regression model. The CK and its asymptotic sampling distribution is derived following Gonen and Heller's approach for Cox PH model for survival data but taking necessary modifications for use with binary data. Unlike the existing C-statistics for logistic model, it quantifies the concordance probability by taking the difference in the predicted risks between two subjects in a pair rather than ranking them and hence is able to quantify the equivalent incremental value from the new risk factor or marker. The simulation study revealed that the CK performed well when the model parameters are correctly estimated for large sample and showed greater improvement in quantifying the additional predictive value from the new risk factor or marker than the existing C-statistics. Furthermore, the illustration using three datasets supports the findings from simulation study.

Date: 2019
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DOI: 10.1080/02664763.2019.1580253

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