Ontology highlight
ABSTRACT:
SUBMITTER: Demler OV
PROVIDER: S-EPMC4177016 | biostudies-literature | 2013 Oct
REPOSITORIES: biostudies-literature
Demler Olga V OV Pencina Michael J MJ D'Agostino Ralph B RB
Statistics in medicine 20130503 24
In this paper, we investigate how the correlation structure of independent variables affects the discrimination of risk prediction model. Using multivariate normal data and binary outcome, we prove that zero correlation among predictors is often detrimental for discrimination in a risk prediction model and negatively correlated predictors with positive effect sizes are beneficial. A very high multiple R-squared from regressing the new predictor on the old ones can also be beneficial. As a practi ...[more]