Testing Calibration of Cox Survival Models at Extremes of Event Risk
Bibliographic record
Abstract
Risk prediction models can translate genetic association findings for clinical decision-making. Most models are evaluated on their ability to discriminate, and the calibration of risk-prediction models is largely overlooked in applications. Models that demonstrate good discrimination in training datasets, if not properly calibrated to produce unbiased estimates of risk, can perform poorly in new patient populations. Poorly calibrated models arise due to missing covariates, such as genetic interactions that may be unknown or not measured. We demonstrate that models omitting interactions can lead to increased bias in predicted risk for patients at the tails of the risk distribution; i.e., those patients who are most likely to be affected by clinical decision making. We propose a new calibration test for Cox risk-prediction models that aggregates martingale residuals for subjects from extreme high and low risk groups with a test statistic maximum chosen by varying which risk groups are included in the extremes. To estimate the empirical significance of our test statistic, we simulate from a Gaussian distribution using the covariance matrix for the grouped sums of martingale residuals. Simulation shows the new test maintains control of type 1 error with improved power over a conventional goodness-of-fit test when risk prediction deviates at the tails of the risk distribution. We apply our method in the development of a prediction model for risk of cystic fibrosis-related diabetes. Our study highlights the importance of assessing calibration and discrimination in predictive modeling, and provides a complementary tool in the assessment of risk model calibration.
Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.
How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.074 | 0.236 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.001 | 0.002 |
| Bibliometrics | 0.002 | 0.001 |
| Science and technology studies | 0.001 | 0.003 |
| Scholarly communication | 0.002 | 0.003 |
| Open science | 0.003 | 0.003 |
| Research integrity | 0.002 | 0.004 |
| Insufficient payload (model declined to judge) | 0.002 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".