Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/13623
Title: Assessing the predictive ability of a multilevel binary regression model
Authors: Van Oirbeek, R.
Lesaffre, E. 
Issue Date: 2012
Publisher: ELSEVIER SCIENCE BV
Source: COMPUTATIONAL STATISTICS & DATA ANALYSIS, 56 (6), p. 1966-1980
Abstract: An adaptation of the Brier score and the concordance probability is proposed for the two-level and the three-level random intercept binary regression model. This results in 2 different Brier scores and 3 different C-indices for the two-level binary regression model and 4 different Brier scores and 7 different C-indices for the three-level binary regression model. The ensemble of these measures offers a better view on how the different elements of the random effects model, i.e. the covariates and the random effects, affect the predictive ability of the model separately, evaluated on a within-cluster, between-cluster and global level. For all measures, an estimation procedure using Bayesian and likelihood estimation methods was developed, including a percentile and a BCa non-parametric bootstrap step to construct credible/confidence intervals. In a simulation study, the likelihood estimation procedure showed difficulties in estimating unbiasedly the predictive ability of the random effects, while the Bayesian estimation procedure resulted in good estimation properties for all of the developed measures. The BCa non-parametric bootstrap method resulted in confidence/credible intervals with better coverage properties than the percentile non-parametric bootstrap method. The proposals are applied to a real-life binary data set with a three-level structure using the Bayesian estimation procedure. (c) 2011 Elsevier B.V. All rights reserved.
Notes: [Van Oirbeek, R.; Lesaffre, E.] Katholieke Univ Leuven, Interuniv Inst Biostat & Stat Bioinformat, B-3000 Louvain, Belgium. [Van Oirbeek, R.; Lesaffre, E.] Univ Hasselt, Hasselt, Belgium. [Lesaffre, E.] Erasmus MC, Dept Biostat, Rotterdam, Netherlands.
Keywords: Brier score; C-index; Concordance probability; Multilevel; Binary regression;Computer Science; Interdisciplinary Applications; Statistics & Probability; Brier score; C-index; Concordance probability; Multilevel; Binary regression
Document URI: http://hdl.handle.net/1942/13623
ISSN: 0167-9473
e-ISSN: 1872-7352
DOI: 10.1016/j.csda.2011.11.023
ISI #: 000302033200049
Category: A1
Type: Journal Contribution
Validations: ecoom 2013
Appears in Collections:Research publications

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