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Inference for reclassification statistics under nested and non-nested models for biomarker evaluation

Abstract The Net Reclassification Improvement (NRI) and the Integrated Discrimination Improvement (IDI) are used to evaluate the diagnostic accuracy improvement for biomarkers in a wide range of applications. Most applications for these reclassification metrics are confined to nested model comparison. We emphasize the important extensions of these metrics to the non-nested comparison. Non-nested models are important in practice, in particular, in high-dimensional data analysis and in sophisticated semiparametric modeling. We demonstrate that the assessment of accuracy improvement may follow the familiar NRI and IDI evaluation. While the statistical properties of the estimators for NRI and IDI have been well studied in the nested setting, one cannot always rely on these asymptotic results to implement the inference procedure for practical data, especially for testing the null hypothesis of no improvement, and these properties have not been established for the non-nested setting. We propose a generic bootstrap re-sampling procedure for the construction of confidence intervals and hypothesis tests. Extensive simulations and real biomedical data examples illustrate the applicability of the proposed inference methods for both nested and non-nested models.