--- title: "Intercept Adjustment" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Intercept Adjustment} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ``` ```{r setup} library(predtools) library(magrittr) library(dplyr) library(ggplot2) ``` ## What is intercept adjustment? In clinical prediction modeling, model updating refers to the practice of modifying a prediction model before it is used in a new setting to improve its performance. One of the simplest updating methods for risk predication models is a fixed odds-ratio transformation of predicted risks to improve the model’s calibration-in-the-large. `interceptAdj` function uses an approximate equation for recovering the conditional odds-ratio from the observed mean and predicted variance of risks in validation and development sets, respectively. ## A step-by-step guide. Imagine the variable y indicates risk of disease recurrence in a unit of time. We have a prediction model that quantifies this risk given a patient's age, disease severity level, sex, and whether the patient has a comorbidity. The package comes with two exemplary datasets. `dev_data` and `val_data`. We use the dev_data as the development sample and the `val_data` as the external validation sample. Model updating matters when there is a considerable difference between mean of the observed risks in development and validation sets. The average of y in the above two datasets are almost identical. Therefore, to have a meaningful scenario, we create a secondary (arbitrary) outcome (y_alt) in `val_data` with a lower average (by ~ 50%). ```{R} data(dev_data) data(val_data) ``` ```{R echo=FALSE} set.seed(1) val_data$y_alt <- ifelse(val_data$y == 0, 0, ifelse(runif(n = nrow(val_data)) <= 0.5, 0, 1)) val_data %>% select(y, y_alt) %>% summary() %>% knitr::kable() ``` `dev_data` has `r dim(predtools::dev_data)[1]` rows. `val_data` has `r dim(predtools::val_data)[1]` rows. Here are the first few rows of `dev_data`: ```{R echo=FALSE} knitr::kable(dev_data[1:7,]) ``` We use the development data to fit a logistic regression model as our risk prediction model: ```{R} reg<-glm(y~sex+age+severity+comorbidity,data=dev_data,family=binomial(link="logit")) summary(reg) ``` Given this, our risk prediction model can be written as: ```{R echo=FALSE} cfs <- coefficients(reg) str<-paste0(round(cfs[1],4),"+",paste0(round(cfs[-1],4),"*",names(cfs[-1]),collapse="+")) str_risk_model <- gsub("+-", "-", str, fixed = T) ``` $\bf{ logit(p)=`r str_risk_model`}$. First, let's see the calibration plot in development and validation datasets. We use `calibration_plot` from our package to create calibration plots. ```{R} dev_data$pred <- predict.glm(reg, type = 'response') val_data$pred <- predict.glm(reg, newdata = val_data, type = 'response') calibration_plot(data = dev_data, obs = "y", pred = "pred", title = "Calibration plot for development data") calibration_plot(data = val_data, obs = "y_alt", pred = "pred", y_lim = c(0, 0.6), title = "Calibration plot for validation data") ``` To adjust the predicted risks for the validation set, we estimate the correction factor by using function `odds_adjust`: ```{R} odds_correction_factor <- odds_adjust(p0 = mean(dev_data$y), p1 = mean(val_data$y_alt), v = var(dev_data$pred)) odds_correction_factor ``` We can now recalibrate the predictions and reproduce the calibration plot for the validation set. ```{R} dev_data$pred <- predict.glm(reg, type = 'response') val_data$pred <- predict.glm(reg, newdata = val_data, type = 'response') val_data$odds_adj <- (val_data$pred / (1 - val_data$pred)) * odds_correction_factor val_data$pred_adj <- val_data$odds_adj / (1 + val_data$odds_adj) val_data$id <- c(1 : nrow(val_data)) val_data_long <- reshape(data = val_data, direction = "long", varying = c("pred", "pred_adj"), v.name = "preds", idvar = "id", timevar = "Method", times = c("Primitive", "Adjusted")) calibration_plot(data = val_data, obs = "y_alt", pred = "pred_adj", title = "Calibration plot for development data - after recalibration") calibration_plot(data = val_data_long, obs = "y_alt", pred = "preds", group = "Method", title = "Calibration plot for development data - before and after recalibration") ```