Article
Testing the Relative Performance of Data Adaptive Prediction Algorithms: A Generalized Test of Conditional Risk Differences.
The international journal of biostatistics - 1 May 2016
Goldstein Benjamin A, Polley Eric C, Briggs Farren B S, van der Laan Mark J, Hubbard Alan
Abstract excerpt
Comparing the relative fit of competing models can be used to address many different scientific questions. In classical statistics one can, if appropriate, use likelihood ratio tests and information based criterion, whereas clinical medicine has tended to rely on comparisons of fit metrics like C-statistics. However, for many data adaptive modelling procedures such approaches are not suitable. In these cases,...
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