论文标题

强大的估计基于损失的模型绩效测量值

Robust Estimation of Loss-Based Measures of Model Performance under Covariate Shift

论文作者

Morrison, Samantha, Gatsonis, Constantine, Dahabreh, Issa J., Li, Bing, Steingrimsson, Jon A.

论文摘要

我们提出了在目标人群中估算预测模型性能的基于损失的方法,该方法与开发模型的源群体不同的方法,在从源人群中获得结果和协变量数据的环境中,但仅在与目标人群的简单随机样本上获得协变量数据。对两个人群之间差异的先前工作使用了各种加权估计量,具有反相反的比例或密度比权重。在这里,我们为目标人群风险(预期损失)开发了更强大的估计量,该估计值可与数据适应性(例如,基于机器学习的)估计来使用。我们检查了估计器的大样本特性,并评估模拟中的有限样本性能。最后,我们使用国家健康和营养检查调查(NHANES)的全国代表性数据将肺癌筛查的数据应用于数据,并扩展了我们的方法以说明NHANES的复杂调查设计。

We present methods for estimating loss-based measures of the performance of a prediction model in a target population that differs from the source population in which the model was developed, in settings where outcome and covariate data are available from the source population but only covariate data are available on a simple random sample from the target population. Prior work adjusting for differences between the two populations has used various weighting estimators with inverse odds or density ratio weights. Here, we develop more robust estimators for the target population risk (expected loss) that can be used with data-adaptive (e.g., machine learning-based) estimation of nuisance parameters. We examine the large-sample properties of the estimators and evaluate finite sample performance in simulations. Last, we apply the methods to data from lung cancer screening using nationally representative data from the National Health and Nutrition Examination Survey (NHANES) and extend our methods to account for the complex survey design of the NHANES.

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