Title
Improving calibration of logistic regression models by local estimates.
Abstract
To improve the calibration of logistic regression (LR) estimates using local information.Individualized risk assessment tools are increasingly being utilized. External validation of these tools often reveals poor model calibration.We combine a clustering algorithm with an LR model to produce probability estimates that are close to the true probabilities for a particular case. The new method is compared to a standard LR model in terms of calibration, as measured by the sum of absolute differences (SAD) between model estimates and true probabilities, and discrimination, as measured by area under the ROC curve (AUC).We evaluate the new method on two synthetic data sets. SADs are significantly lower (p < 0.0001) in both data sets, and AUCs are significantly higher in one data set (p < 0.01).The results suggest that the proposed method may be useful to improve the calibration of LR models.
Year
Venue
Keywords
2008
AMIA
proportional hazards models,cluster analysis,calibration,algorithms,risk assessment,regression analysis
Field
DocType
ISSN
Proportional hazards model,Multinomial logistic regression,Regression analysis,Logistic model tree,Risk assessment,Statistics,Regression dilution,Logistic regression,Mathematics,Calibration
Conference
1942-597X
Citations 
PageRank 
References 
1
0.46
0
Authors
5
Name
Order
Citations
PageRank
Melanie Osl1716.83
Lucila Ohno-Machado21426187.95
Christian Baumgartner3232.98
Bernhard Tilg49216.57
Stephan Dreiseitl533834.80