Asymptotic distribution of ∆AUC, NRIs, and IDI based on theory of U-statistics.
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DOI: 10.1002/sim.7333
Abstract: The change in area under the curve (∆AUC), the integrated discrimination improvement (IDI), and net reclassification index (NRI) are commonly used measures of risk prediction model performance. Some authors have reported good validity of associated… read more here.
Keywords: estimated parameters; distribution auc; auc nris; asymptotic distribution ... See more keywords