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.
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How this classification was reachedexpand
Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 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 teacher head, 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".