https://timeseriesreasoning.com/contents/r-squared-adjusted-r-squared-pseudo-r-squared/


For nominal Y: http://www.ncbi.nlm.nih.gov/pubmed/?term=steyerberg+calster+discrimination


---------------- Ewout 2015-04-14
 I was trying to refer to the debate on evaluation of markers, specifically incremental value, where reclassification has come up as a popular approach. Pencina’s SM 2008 paper has 2507 citations by now ..
http://www.ncbi.nlm.nih.gov/pubmed/17569110

The NRI has been severely criticized by Hilden
http://www.ncbi.nlm.nih.gov/pubmed/23553436
and Pepe
http://www.ncbi.nlm.nih.gov/pubmed/?term=nri+misleading

and put in a perspecive by Leening, Van Calster
http://www.ncbi.nlm.nih.gov/pubmed/24592497
http://www.ncbi.nlm.nih.gov/pubmed/23313931

but again criticized by Vickers
http://www.ncbi.nlm.nih.gov/pubmed/24592500

I wrote an overview after Mike Kattan’s symposium in Cleveland 2008, which you reviewed I think, where many of the controversies came up already:
http://www.ncbi.nlm.nih.gov/pubmed/20010215 This now actually is one
of my popular papers in terms of citations

---------------- Simple example of problem with NRI
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4615606/


-------------- Problems with my claim of improper scoring rule
https://arxiv.org/pdf/1806.07144.pdf