A discussion of calibration techniques for evaluating binary and categorical predictive models

Preventive Veterinary Medicine
Caroline FenlonJohn Dunnion

Abstract

Modelling of binary and categorical events is a commonly used tool to simulate epidemiological processes in veterinary research. Logistic and multinomial regression, naïve Bayes, decision trees and support vector machines are popular data mining techniques used to predict the probabilities of events with two or more outcomes. Thorough evaluation of a predictive model is important to validate its ability for use in decision-support or broader simulation modelling. Measures of discrimination, such as sensitivity, specificity and receiver operating characteristics, are commonly used to evaluate how well the model can distinguish between the possible outcomes. However, these discrimination tests cannot confirm that the predicted probabilities are accurate and without bias. This paper describes a range of calibration tests, which typically measure the accuracy of predicted probabilities by comparing them to mean event occurrence rates within groups of similar test records. These include overall goodness-of-fit statistics in the form of the Hosmer-Lemeshow and Brier tests. Visual assessment of prediction accuracy is carried out using plots of calibration and deviance (the difference between the outcome and its predicted probability)....Continue Reading

Citations

Feb 28, 2020·Journal of the American Medical Informatics Association : JAMIA·Yingxiang HuangLucila Ohno-Machado
Mar 13, 2020·European Child & Adolescent Psychiatry·Rachel BrathwaiteHelen L Fisher
Jan 31, 2019·Pediatric Transplantation·Rebecca MillerJoseph D Tobias
Aug 14, 2020·Osteoporosis International : a Journal Established As Result of Cooperation Between the European Foundation for Osteoporosis and the National Osteoporosis Foundation of the USA·T P Ho-LeT V Nguyen
May 8, 2021·European Journal of Trauma and Emergency Surgery : Official Publication of the European Trauma Society·Abakar Idriss-HassanLynne Moore
Sep 4, 2021·Critical Care Explorations·Matthew M ChurpekDavid E Leaf

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