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The Effectiveness of Risk Scores: the Logit Rank Plot

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A risk score s for event E is a function of covariates with the property that P(E|s) is an increasing function of s. Motivated by applications in medicine and in criminology, we suggest the logit rank plot as a good way of summarizing the effectiveness of such a score. Explicitly, plot logit{P(E|s)} against logit(r), where r is the proportional rank of s in a sample or population. The slope of this plot gives an overall measure of effectiveness, and the logit rank transformation provides a common basis on which different risk scores can be compared. Some practical and theoretical aspects are discussed.
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Keywords: Logistic regression; Receiver–operating characteristic; Recidivism; Risk scores; Shrinkage

Document Type: Original Article

Affiliations: University of Warwick, Coventry, UK

Publication date: 1999-01-01

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