Performance of binary prediction models in high-correlation low-dimensional settings: a comparison of methods

Table 3 Overview of the measures used to compare methods on predictive performance and coefficient estimation

Measure	Abbreviation	Ideal value
Predictive performance
Area under the receiver-operator characteristic curve	AUC	1
Calibration intercept	Intercept	0
Calibration slope	Slope	1
Nagelkerke R-squared	R²	1
Coefficient estimation
Mean absolute error between the estimated and the true coefficients	MAE	0
Mean proportion of coefficients with the same direction of effect after repetition	MJICS	1

ISSN: 2397-7523