منابع مشابه
Evaluating health risk models.
Interest in targeted disease prevention has stimulated development of models that assign risks to individuals, using their personal covariates. We need to evaluate these models and quantify the gains achieved by expanding a model to include additional covariates. This paper reviews several performance measures and shows how they are related. Examples are used to show that appropriate performanc...
متن کاملEvaluating the Forecasts of Risk Models
The forecast evaluation literature has traditionally focused on methods for assessing point-forecasts. However, in the context of risk models, interest centers on more than just a single point of the forecast distribution. For example, value-at-risk (VaR) models which are currently in extremely wide use form interval forecasts. Many other important financial calculations also involve estimates ...
متن کاملTwo criteria for evaluating risk prediction models.
We propose and study two criteria to assess the usefulness of models that predict risk of disease incidence for screening and prevention, or the usefulness of prognostic models for management following disease diagnosis. The first criterion, the proportion of cases followed PCF (q), is the proportion of individuals who will develop disease who are included in the proportion q of individuals in ...
متن کاملSystematic Review of Health Economic Impact Evaluations of Risk Prediction Models: Stop Developing, Start Evaluating.
BACKGROUND Although health economic evaluations (HEEs) are increasingly common for therapeutic interventions, they appear to be rare for the use of risk prediction models (PMs). OBJECTIVES To evaluate the current state of HEEs of PMs by performing a comprehensive systematic review. METHODS Four databases were searched for HEEs of PM-based strategies. Two reviewers independently selected eli...
متن کاملEvaluating an Alternative Risk Preference in Affine Term Structure Models
Dai and Singleton (2002) and Duffee (2002) show that there is a tension in affine term structure models between matching the mean and the volatility of interest rates. This article examines whether this tension can be solved by an alternative parametrization of the price of risk. The empirical evidence suggests that, first, the examined parametrization is not sufficient to solve the mean-volati...
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ژورنال
عنوان ژورنال: Statistics in Medicine
سال: 2010
ISSN: 0277-6715
DOI: 10.1002/sim.3991