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Impact of Correlation on Predictive Ability of Biomarkers

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 mode...

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Autores principales: Demler, Olga V., Pencina, Michael J., D'Agostino, Ralph B.
Formato: Artigo
Lenguaje:Inglês
Publicado: 2013
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Acceso en línea:https://ncbi.nlm.nih.gov/pmc/articles/PMC4177016/
https://ncbi.nlm.nih.gov/pubmed/23640729
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1002/sim.5824
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