getVar.Bin {FRESA.CAD} | R Documentation |
Analysis of the effect of each term of a binary classification model by analysing its reclassification performance
Description
This function provides an analysis of the effect of each model term by comparing the binary classification performance between the Full model and the model without each term.
The model is fitted using the train data set, but probabilities are predicted for the train and test data sets.
Reclassification improvement is evaluated using the improveProb
function (Hmisc
package).
Additionally, the integrated discrimination improvement (IDI) and the net reclassification improvement (NRI) of each model term are reported.
Usage
getVar.Bin(object,
data,
Outcome = "Class",
type = c("LOGIT", "LM", "COX"),
testData = NULL,
callCpp=TRUE)
Arguments
object |
An object of class |
data |
A data frame where all variables are stored in different columns |
Outcome |
The name of the column in |
type |
Fit type: Logistic ("LOGIT"), linear ("LM"), or Cox proportional hazards ("COX") |
testData |
A data frame similar to |
callCpp |
is set to true it will use the c++ implementation of improvement. |
Value
z.IDIs |
A vector in which each term represents the z-score of the IDI obtained with the Full model and the model without one term |
z.NRIs |
A vector in which each term represents the z-score of the NRI obtained with the Full model and the model without one term |
IDIs |
A vector in which each term represents the IDI obtained with the Full model and the model without one term |
NRIs |
A vector in which each term represents the NRI obtained with the Full model and the model without one term |
testData.z.IDIs |
A vector similar to |
testData.z.NRIs |
A vector similar to |
testData.IDIs |
A vector similar to |
testData.NRIs |
A vector similar to |
uniTrainAccuracy |
A vector with the univariate train accuracy of each model variable |
uniTestAccuracy |
A vector with the univariate test accuracy of each model variable |
Author(s)
Jose G. Tamez-Pena and Antonio Martinez-Torteya
References
Pencina, M. J., D'Agostino, R. B., & Vasan, R. S. (2008). Evaluating the added predictive ability of a new marker: from area under the ROC curve to reclassification and beyond. Statistics in medicine 27(2), 157-172.