Decision curve threshold probability from the benefit to a case and the harm to a non-case

Sets the threshold at which a rational decision maker is indifferent between intervening and not, given the expected benefit of intervening for a patient who has or will have the event and the expected harm of intervening for one who does not. Equivalently the odds p_t / (1 minus p_t) equal L / G. Harm can include money, time, stress and adverse health effects, as long as G and L share a unit.

Signature

p_t = L / (G + L)
Inputs
InputsDefinitionUnit
LNet loss from intervening for a patient who would not have the event, above zerosame unit as G
GNet value of intervening for a patient who would have the event, above zeroany unit shared with L, such as pounds or QALYs
Output
p_tRisk above which intervening has the higher expected valueprobability

Function

Decision curve net benefit of a risk model or test across threshold probabilities

Maps a risk model's or test's classifications in a validation sample, at a chosen threshold probability, to net benefit: true positives per patient minus false positives per patient weighted by the odds at the threshold, so that both are counted in units of true positives. Repeating the calculation over a preset range of thresholds, for the model and for intervening in everyone or no one, gives the decision curve. The notation follows the Decision Curve Analysis article; the economic net benefit of an option at a cost-effectiveness threshold is a different quantity (HE-FM-NMB-001).

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Implementations

  • Excel

    Threshold probability from named benefit and harm

    With the benefit to a case in BenefitCase and the harm to a non-case in HarmNonCase, the formula returns the threshold, held in ThresholdImplied.

    =HarmNonCase/(BenefitCase+HarmNonCase)

Assumptions

  • Threshold benefit and harm the same for every case and non-case

    G and L do not vary with predicted risk; Kerr and colleagues state this as an assumption embedded in decision curve net benefit.

  • Threshold benefit and harm in a common unit

    Only the ratio L / G matters, so both must be measured in the same unit; a ratio elicited directly (such as nine to one) can be used without either value.

Worked examples

  • Decision curve threshold for an admission-prevention programme valued by an economic model

    If a decision model values reaching an admission-prone patient at 1,500 pounds and treating a patient unnecessarily at a loss of 500 pounds, the implied threshold is 500 / 2,000, or 25 per cent, as in the article's illustration.

    G = 1500; L = 500; p_t = 0.25
  • Biopsy threshold when a missed high-grade cancer is nine times worse than an unnecessary biopsy

    If missing a high-grade cancer is judged nine times worse than an unnecessary biopsy, so that at most 10 men would be biopsied to find one cancer, the threshold is 1 / 10, or 10 per cent.

    G = 9; L = 1; p_t = 0.1

Common errors

  • Swapping benefit and harm in the threshold probability

    Writing p_t = G / (G + L) turns the 25 per cent threshold of the first example into 75 per cent, so a model would be judged at the wrong end of the range.

  • Choosing a threshold to suit the model

    The threshold comes from the benefits and harms of the intervention, not from the curve; picking the threshold where a model looks best overstates its value.

Sources

  • Rational risk threshold as cost over benefit plus cost

    Kerr KF, Brown MD, Zhu K, Janes H. Assessing the clinical impact of risk prediction models with decision curves: guidance for correct interpretation and appropriate use. Journal of Clinical Oncology. 2016;34(21):2534-2540. doi:10.1200/JCO.2015.65.5654. Section on decision curves: a classic result in decision theory says a rationally chosen risk threshold is R = C/(B + C), equivalently R/(1 minus R) = C/B, where B is the expected benefit of intervention for a case and C the expected cost to a control, interpreted broadly (money, time, stress, negative health effects); every case is assumed to have the same B and every control the same C.

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  • Threshold derived from a decision tree with outcome values

    Vickers AJ, Elkin EB. Decision curve analysis: a novel method for evaluating prediction models. Medical Decision Making. 2006;26(6):565-574. doi:10.1177/0272989X06295361. Introductory theory, Equation 1: p_t a + (1 minus p_t) b = p_t c + (1 minus p_t) d gives (a minus c)/(d minus b) = (1 minus p_t)/p_t, where a, b, c and d are the values of a true positive, false positive, false negative and true negative.

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  • Ten biopsies per cancer found implies a decision curve harm ratio of nine

    Vickers AJ, Van Calster B, Steyerberg EW. Net benefit approaches to the evaluation of prediction models, molecular markers, and diagnostic tests. BMJ. 2016;352:i6. doi:10.1136/bmj.i6. Net benefit and risk prediction: if no more than 10 men should undergo biopsy to find one man with high grade cancer, the harm of delaying diagnosis is nine times greater than that of an unnecessary biopsy.

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Canonical Identity