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arXiv 2208.03343stat.AP
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风险预测模型外部验证的信息价值分析

Value of Information Analysis for External Validation of Risk Prediction Models

Mohsen Sadatsafavi, Tae Yoon Lee, Laure Wynants, Andrew Vickers, Paul Gustafson

AI总结:

本研究将信息价值方法学应用于风险预测模型的外部验证,提出三种EVPI计算方法,通过模拟和案例研究验证其有效性,为模型验证不确定性的决策影响提供量化框架。

摘要:

研究背景:在用于指导患者诊疗之前,风险预测模型需要在来自目标人群的代表性样本中进行验证。验证样本的规模有限,意味着模型性能的估计存在不确定性。我们将信息价值方法学作为一种框架,用以量化此类不确定性在净获益(NB)方面造成的影响。\n研究方法:我们将模型验证的完美信息期望值(EVPI)定义为:在给定风险阈值下,由于无法确切知晓备选决策中哪一个能带来最高NB而导致的NB预期损失。我们提出了基于NB的贝叶斯自助法或普通自助法的EVPI计算方法,以及一种由中心极限定理支撑的渐近方法。我们开展了简要的模拟研究以比较这些方法的性能,并使用一项国际临床试验的数据集子集作为案例研究,该试验用于预测心肌梗死后的死亡率。\n研究结果:三种计算方法在模拟研究中得出了相近的EVPI值。在案例研究中,在预先设定的0.02阈值下,基于当前信息的最优决策是使用该模型,相较于对所有患者进行治疗,其预期增量NB为0.0020。在该阈值下,EVPI为0.0005(相对EVPI为25%)。将其按美国每年的心脏病发作人数推算,这相当于每年损失400个真阳性结果,或额外增加19600个假阳性结果(不必要的治疗),表明了进一步开展模型验证的价值。正如预期,验证EVPI通常随着样本量增大而降低。\n研究结论:信息价值方法可应用于临床预测模型外部验证期间计算的NB,为不确定性的影响提供决策论视角。

英文摘要:

Background: Before being used to inform patient care, a risk prediction model needs to be validated in a representative sample from the target population. The finite size of the validation sample entails that there is uncertainty with respect to estimates of model performance. We apply value-of-information methodology as a framework to quantify the consequence of such uncertainty in terms of NB. Methods: We define the Expected Value of Perfect Information (EVPI) for model validation as the expected loss in NB due to not confidently knowing which of the alternative decisions confers the highest NB at a given risk threshold. We propose methods for EVPI calculations based on Bayesian or ordinary bootstrapping of NBs, as well as an asymptotic approach supported by the central limit theorem. We conducted brief simulation studies to compare the performance of these methods, and used subsets of data from an international clinical trial for predicting mortality after myocardial infarction as a case study. Results: The three computation methods generated similar EVPI values in simulation studies. In the case study, at the pre-specified threshold of 0.02, the best decision with current information would be to use the model, with an expected incremental NB of 0.0020 over treating all. At this threshold, EVPI was 0.0005 (a relative EVPI of 25%). When scaled to the annual number of heart attacks in the US, this corresponds to a loss of 400 true positives, or extra 19,600 false positives (unnecessary treatments) per year, indicating the value of further model validation. As expected, the validation EVPI generally declined with larger samples. Conclusion: Value-of-information methods can be applied to the NB calculated during external validation of clinical prediction models to provide a decision-theoretic perspective to the consequences of uncertainty.

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