Lifetime Data Analysis

, Volume 19, Issue 2, pp 202–218 | Cite as

Understanding increments in model performance metrics

  • Michael J. Pencina
  • Ralph B. D’Agostino
  • Joseph M. Massaro


The area under the receiver operating characteristic curve (AUC) is the most commonly reported measure of discrimination for prediction models with binary outcomes. However, recently it has been criticized for its inability to increase when important risk factors are added to a baseline model with good discrimination. This has led to the claim that the reliance on the AUC as a measure of discrimination may miss important improvements in clinical performance of risk prediction rules derived from a baseline model. In this paper we investigate this claim by relating the AUC to measures of clinical performance based on sensitivity and specificity under the assumption of multivariate normality. The behavior of the AUC is contrasted with that of discrimination slope. We show that unless rules with very good specificity are desired, the change in the AUC does an adequate job as a predictor of the change in measures of clinical performance. However, stronger or more numerous predictors are needed to achieve the same increment in the AUC for baseline models with good versus poor discrimination. When excellent specificity is desired, our results suggest that the discrimination slope might be a better measure of model improvement than AUC. The theoretical results are illustrated using a Framingham Heart Study example of a model for predicting the 10-year incidence of atrial fibrillation.


Risk prediction Discrimination AUC IDI Youden index relative utility 



This research has been supported by National Heart, Lung, and Blood Institute’s Framingham Heart Study; contract/Grant Number: N01-HC-25195. Dr. Pencina has been additionally supported by NIH/ARRA Risk Prediction of Atrial Fibrillation; Grant Number: RC1HL101056.


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Copyright information

© Springer Science+Business Media New York 2012

Authors and Affiliations

  • Michael J. Pencina
    • 1
  • Ralph B. D’Agostino
    • 2
  • Joseph M. Massaro
    • 1
  1. 1.Department of BiostatisticsHarvard Clinical Research Institute, Boston UniversityBostonUSA
  2. 2.Department of Mathematics and StatisticsHarvard Clinical Research Institute, Boston UniversityBostonUSA

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