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The Effectiveness of Risk Scores: the Logit Rank Plot

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  • John Copas

Abstract

A risk score s for event E is a function of covariates with the property that P(E|s) is an increasing function of s. Motivated by applications in medicine and in criminology, we suggest the logit rank plot as a good way of summarizing the effectiveness of such a score. Explicitly, plot logit{P(E|s)} against logit(r), where r is the proportional rank of s in a sample or population. The slope of this plot gives an overall measure of effectiveness, and the logit rank transformation provides a common basis on which different risk scores can be compared. Some practical and theoretical aspects are discussed.

Suggested Citation

  • John Copas, 1999. "The Effectiveness of Risk Scores: the Logit Rank Plot," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 48(2), pages 165-183.
    • Handle: RePEc:bla:jorssc:v:48:y:1999:i:2:p:165-183
    DOI: 10.1111/1467-9876.00147
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    Cited by:

    1. Ying Huang & Margaret Sullivan Pepe & Ziding Feng, 2007. "Evaluating the Predictiveness of a Continuous Marker," Biometrics, The International Biometric Society, vol. 63(4), pages 1181-1188, December.
    2. Eyal Bar-Haim & Louis Chauvel & Janet C. Gornick & Anne Hartung, 2023. "The Persistence of the Gender Earnings Gap: Cohort Trends and the Role of Education in Twelve Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 165(3), pages 821-841, February.
    3. Louis Chauvel, 2016. "The Intensity and Shape of Inequality: The ABG Method of Distributional Analysis," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(1), pages 52-68, March.
    4. Esa Karonen & Mikko Niemelä, 2022. "Necessity-Rich, Leisure-Poor: The Long-Term Relationship Between Income Cohorts and Consumption Through Age-Period-Cohort Analysis," Journal of Family and Economic Issues, Springer, vol. 43(3), pages 599-620, September.
    5. Louis Chauvel, 2014. "The Intensity and Shape of Inequality: The ABG Method of Distributional Analysis," LIS Working papers 609, LIS Cross-National Data Center in Luxembourg.

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