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The Net Reclassification Index (NRI): A Misleading Measure of Prediction Improvement Even with Independent Test Data Sets
Open accessAbstract
The Net Reclassification Index (NRI) is a very popular measure for evaluating the improvement in prediction performance gained by adding a marker to a set of baseline predictors. However, the statistical properties of this novel measure have not been explored in depth. We demonstrate the alarming result that the NRI statistic calculated on a large test dataset using risk models derived from a training set is likely to be positive even when the new marker has no predictive information. A related theoretical example is provided in which an incorrect risk function that includes an uninformative marker is proven to erroneously yield a positive NRI. Some insight into this phenomenon is provided. Since large values for the NRI statistic may simply be due to use of poorly fitting risk models, we suggest caution in using the NRI as the basis for marker evaluation. Other measures of prediction performance improvement, such as measures derived from the ROC curve, the net benefit function and the Brier score, cannot be large due to poorly fitting risk functions.
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“AUROC, AUPRC, and pAUROC are semi-proper, because these rank-based measures are invariant to monotonic transformations of probability estimates. 48”
From Evaluation of performance measures in predictive artificial intelligence models to support medical decisions: overview and guidance (2025) · cites this paper as [48]
In the citing paper
“Net benefit and standardised net benefit are semi-proper; the probability estimates below the threshold can be anything as long as they are below the threshold, and the same goes for probability estimates above the threshold.”
From Evaluation of performance measures in predictive artificial intelligence models to support medical decisions: overview and guidance (2025) · cites this paper as [48]
In the citing paper
“Dedicated measures, such as the widely used but improper net reclassification improvement, are available for evaluating competing models.”
From Evaluation of performance measures in predictive artificial intelligence models to support medical decisions: overview and guidance (2025) · cites this paper as [48]
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Citations
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“34 Comparing the AUC of models has its limitations too, as it is somewhat optimistic when case controls are imbalanced, it does not take goodness of fi t of the model into account, and it summarises the test performance across the whole reporter operating characteristic space, even when these are…”
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“Previous literature has identified limitations with using NRI as a measure to assess prediction improvement between new and old models, however, bias is reduced when using larger datasets with a small number of predictors [31,32].”
Miao, G., Li, Z., Chen, L., Li, W., Lan, G., Chen, Q., Luo, Z., Liu, R., & Zhao, X. (2022) · International Journal of General Medicine · doi:10.2147/ijgm.s352761 · Cited by 6
“Model accuracy was compared by determining net reclassification improvement (NRI), with the effectiveness of improvements determined by calculating integrated discrimination improvement (IDI).(11) The clinical value of the predicted models was determined by decision curve analysis (DCA).”
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Calibration of models is not sufficient to justify NRI
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Blood transcriptomics as non-invasive marker for kidney transplant rejection
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“To further validate our model’s superiority, we conducted DeLong test, 22 Net Reclassification Improvement (NRI) test 23 and Integrated Discrimination Improvement (IDI) test.”
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“Nevertheless, we need to be cautious about these fi ndings because when models are over fi t to training data, NRI tends to suffer from optimistic bias even in independent test datasets (Pepe et al., 2015).”
Predicting stroke with machine learning techniques in a sub-Saharan African population
Aribisala, B. S., Edward, D., Ogbole, G. I., Akpa, O. M., Ayilara, S., Sarfo, F. S., Olabanjo, O. A., Fakunle, A. G., Macaulay, B. O., Yaria, J. O., et al. (2025) · Neuroscience Informatics · doi:10.1016/j.neuri.2025.100216 · Cited by 4
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“To determine its null reference distribution, Pepe et al. (2013) demonstrate that for correctly specified nested models (C1), ρ(θ0;θ ; π0) = 0 iff γ0 = 0.”
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Besen, B. A. M. P., Nassar, A. P., Ferreira, J. C., & Ranzani, O. (2025) · Critical Care Science · doi:10.62675/2965-2774.20250339 · Cited by 3
“(11) While Bayesian analysis, (12) machine learning, and artificial intelligence (13,14) are in the spotlight, they should not drive the research question.”
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“Transparent reporting of NRI should be compulsory, for example use of a reclassification table (38), and readers should be aware of the controversies surrounding NRI [80].”
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Kiviniemi, E., Karhunen, V., Perola, M., Kettunen, J., & Sillanpää, M. J. (2025) · Journal of Clinical Epidemiology · doi:10.1016/j.jclinepi.2025.111978 · Cited by 3
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MethodPrognostic value of left ventricular mass measured on coronary computed tomography angiography
Abiragi, M., Chen, M. T., Lin, B., Gransar, H., Dey, D., Slomka, P. J., Hayes, S. W., Thomson, L. E., Friedman, J. D., Berman, D. S., et al. (2024) · Journal of cardiovascular computed tomography · doi:10.1016/j.jcct.2024.10.010
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Metadata
- Authors
- Pepe, M. S., Fan, J., Feng, Z., Gerds, T., & Hilden, J.
- Affiliations
- Fred Hutch Cancer Center (US)
- The University of Texas MD Anderson Cancer Center (US)
- University of Copenhagen (DK)
- Corresponding author
- Pepe, Margaret S.
- Venue
- Statistics in Biosciences
- Published
- 2014-08-23
- Volume
- 7
- Issue
- 2
- Pages
- 282-295
- ISSN
- 1867-1764 (ISSN-L)
- 1867-1772
- PMC
- PMC4615606
- OpenAlex
- W2014187955
- Cited by
- 191
- References
- 27
- Citations by year
- 2026: 14 · 2025: 18 · 2024: 18 · 2023: 21 · 2022: 20 · 2021: 22 · 2020: 18 · 2019: 15 · 2018: 16 · 2017: 12 · 2016: 12 · 2015: 3 · 2014: 2
- FWCI
- 10.21
- Type
- journal article
- Language
- en
- Open access
- green
- www.ncbi.nlm.nih.gov
- Licence
- www.springer.com/tdm (tdm)
- Locations
- Statistics in Biosciences (publishedVersion)
- PubMed (publishedVersion)
- Europe PMC (PubMed Central) (acceptedVersion)
- PubMed Central (acceptedVersion)
- Research at the University of Copenhagen (University of Copenhagen) (submittedVersion)
- Funders
- National Institutes of Health
- National Cancer Institute (R01CA152089, P30CA015704, U24CA086368)
- National Institute of General Medical Sciences (R01GM054438)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods in Epidemiology
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
- Keywords
- net reclassification improvement, risk prediction model, statistical properties, overfitting, risk function, ROC curve, net benefit, Brier score
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