AUC comparison p-value

AUC comparison p-value calculates the statistical p-value for comparing two Area Under the Curve (AUC) values from Receiver Operating Characteristic (ROC) analyses to assess whether predictive models differ in discrimination ability.


Key Features:

  • Statistical comparison: Calculates the p-value to determine whether two ROC-derived AUCs differ significantly in discrimination performance.
  • Net Reclassification Improvement (NRI) and Integrated Discrimination Improvement (IDI): Computes NRI and IDI indices to quantify improvements in risk prediction between models.
  • Clinical model comparison: Applicable to comparing prognostic models such as APACHE IV for hospital mortality in sepsis cohorts.
  • Data context: Demonstrated on data from the Multiparameter Intelligent Monitoring in Intensive Care II (MIMIC II) database using variables around hypotension episodes in septic patients.
  • Predictor selection and modeling (example): In the described study, a genetic algorithm selected 30 predictors from 189 candidate variables and models were validated using logistic regression.
  • Reported metrics: Outputs include AUC (example 82.0%), Hosmer-Lemeshow C statistic (example 10.43, p=0.06), NRI (example 0.19, p<0.001), and IDI (example 0.09, p<0.001).

Scientific Applications:

  • Clinical prediction development and validation: Comparing new mortality prediction algorithms against established models such as APACHE IV in sepsis research.
  • Retrospective cohort model comparison: Assessing whether alternative predictive models significantly improve discrimination and reclassification in datasets like MIMIC II.
  • Risk stratification around clinical events: Evaluating model performance using dynamic variables collected around hypotensive episodes in septic patients.

Methodology:

Computes p-values for differences between two ROC AUCs and calculates Net Reclassification Improvement (NRI) and Integrated Discrimination Improvement (IDI); example workflow included genetic-algorithm-based predictor selection and logistic regression validation on separate training (n=1500) and validation (n=613) sets.

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Details

Cost:
Free of charge (with restrictions)
Tool Type:
library
Operating Systems:
Windows, Linux, Mac
Programming Languages:
MATLAB
Added:
5/5/2021
Last Updated:
5/24/2021

Operations

Publications

Mayaud L, Lai PS, Clifford GD, Tarassenko L, Celi LA, Annane D. Dynamic Data During Hypotensive Episode Improves Mortality Predictions Among Patients With Sepsis and Hypotension*. Critical Care Medicine. 2013;41(4):954-962. doi:10.1097/ccm.0b013e3182772adb. PMID:23385106. PMCID:PMC3609896.

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