使用 ROC 曲线分析进行预测会得出错误的结果:使用基于预测性的指数。

A. Indrayan, R. K. Malhotra, M. Pawar
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引用次数: 0

摘要

摘要 ROC 曲线下面积常用于评估模型的预测效果,而尤登指数则常用于提供最佳临界值。两者都是误导预测的工具。ROC 曲线是根据定量检测在不同检测值下的灵敏度和(1 - 特异性)绘制的。灵敏度和特异性都是回顾性的,因为它们是对已知情况进行正确分类的指标。它们不是未来事件的指标,不能用于预测。预测性与患病率密切相关,而患病率可能会被灵敏度和特异性所忽略。我们将详细解释这一谬误,并用几个例子说明,实际的预测性可能与许多作者报告的基于 ROC 曲线的预测性大相径庭。在前瞻性框架中,测试或模型的预测功效最好通过正确预测的百分比来评估。我们建议将基于预测率的 ROC 曲线作为工具,在不同人群中提供不同流行率的预测率。对于预测的最佳临界值,我们提出了一个 P 指数来代替尤登指数,即阳性和阴性预测值之和减去 1 后的最大值。总之,为了正确评估预测模型的适当性,应使用基于预测率的 ROC 曲线,而不是通常的基于灵敏度-特异性的 ROC 曲线,并用 P 指数取代尤登指数。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Use of ROC curve analysis for prediction gives fallacious results: Use predictivity-based indices.
ABSTRACT The area under the ROC curve is frequently used for assessing the predictive efficacy of a model, and the Youden index is commonly used to provide the optimal cut-off. Both are misleading tools for predictions. A ROC curve is drawn for the sensitivity of a quantitative test against its (1 - specificity) at different values of the test. Both sensitivity and specificity are retrospective in nature as these are indicators of correct classification of already known conditions. They are not indicators of future events and are not valid for predictions. Predictivity intimately depends on the prevalence which may be ignored by sensitivity and specificity. We explain this fallacy in detail and illustrate with several examples that the actual predictivity could differ greatly from the ROC curve-based predictivity reported by many authors. The predictive efficacy of a test or a model is best assessed by the percentage correctly predicted in a prospective framework. We propose predictivity-based ROC curves as tools for providing predictivities at varying prevalence in different populations. For optimal cut-off for prediction, in place of the Youden index, we propose a P-index where the sum of positive and negative predictivities is maximum after subtracting 1. To conclude, for correctly assessing adequacy of a prediction models, predictivity-based ROC curves should be used instead of the usual sensitivity-specificity-based ROC curves and the P-index should replace the Youden index.
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