Assessing the incremental value of diagnostic and prognostic markers: a review and illustration

The improvement in standard discrimination measures, which focus on finding variables that might be promising across all decision thresholds, may not detect the most informative markers at a specific threshold of particular clinical relevance. When a marker is intended to support decision-making, calculation of the improvement in a decision-analytic measure, such as NB, is preferable over an overall judgment as obtained from the AUC in ROC analysis.