The evaluation of biomarkers to improve risk prediction is a common theme in modern research. Since its introduction in 2008, the net reclassification index (NRI) (Pencina et al. 2008, Pencina et al. 2011) has gained widespread use as a measure of prediction performance with over 1,200 citations as of June 30, 2013. The NRI is considered by some to be more sensitive to clinically important changes in risk than the traditional change in the AUC (Delta AUC) statistic (Hlatky et al. 2009). Recent statistical research has raised questions, however, about the validity of conclusions based on the NRI. (Hilden and Gerds 2013, Pepe et al. 2013) Here we illustrate one serious problem, that unlike classic measures of prediction performance, the NRI can provide a biased assessment of prediction performance even with independent validation data.
Biostatistics | Clinical Epidemiology | Health Services Research | Statistical Models
Pepe, Margaret Sullivan; Janes, Holly; Kerr, Kathleen F.; and Psaty, Bruce M., "Net Reclassification Index: a Misleading Measure of Prediction Improvement" (September 2013). UW Biostatistics Working Paper Series. Working Paper 394.