Impossibility results for equating the Youden Index with average scoring rules and Tjur $R^2$-like metrics

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1. Verfasser: Hoessly, Linard
Format: Preprint
Veröffentlicht: 2024
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_version_ 1866915170904702976
author Hoessly, Linard
author_facet Hoessly, Linard
contents We consider the Youden index fas well as measures evaluating predicted probabilities for the maximum-likelihood estimate of a logistic regression model with predictor the classifier. We give impossibility results showing that the Youden index can not equal any average of a real scoring rule nor any metric averaging over binary outcomes (0s and 1s) for any continuous real-valued scoring rule. This shows the obstructions of such potential equivalences and highlights the distinct roles these metrics play in diagnostic assessment.
format Preprint
id arxiv_https___arxiv_org_abs_2411_05391
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Impossibility results for equating the Youden Index with average scoring rules and Tjur $R^2$-like metrics
Hoessly, Linard
Other Statistics
Probability
Statistics Theory
62C99, 62H17, 62P10, , 62J12
We consider the Youden index fas well as measures evaluating predicted probabilities for the maximum-likelihood estimate of a logistic regression model with predictor the classifier. We give impossibility results showing that the Youden index can not equal any average of a real scoring rule nor any metric averaging over binary outcomes (0s and 1s) for any continuous real-valued scoring rule. This shows the obstructions of such potential equivalences and highlights the distinct roles these metrics play in diagnostic assessment.
title Impossibility results for equating the Youden Index with average scoring rules and Tjur $R^2$-like metrics
topic Other Statistics
Probability
Statistics Theory
62C99, 62H17, 62P10, , 62J12
url https://arxiv.org/abs/2411.05391