The effectiveness of risk scores: the logit rank plot

Authors
Citation
J. Copas, The effectiveness of risk scores: the logit rank plot, J ROY STA C, 48, 1999, pp. 165-183
Citations number
19
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS
ISSN journal
00359254 → ACNP
Volume
48
Year of publication
1999
Part
2
Pages
165 - 183
Database
ISI
SICI code
0035-9254(1999)48:<165:TEORST>2.0.ZU;2-Z
Abstract
A risk score s for event E is a function of covariates with the property th at P(E\s) is an increasing function of s. Motivated by applications in medi cine and in criminology, we suggest the legit rank plot as a good way of su mmarizing the effectiveness of such a score. Explicitly, plot togit {P(E\s) } against logit(r), where r is the proportional rank of s in a sample or po pulation. The slope of this plot gives an overall measure of effectiveness, and the logit rank transformation provides a common basis on which differe nt risk scores can be compared. Some practical and theoretical aspects are discussed.