A confidence ellipse for the Net Reclassification Improvement

The Net Reclassification Improvement (NRI) has become a popular metric for evaluating improvement in disease prediction models through the past years. The concept is relatively straightforward but usage and interpretation has been different across studies. While no thresholds exist for evaluating the degree of improvement, many studies have relied solely on the significance of the NRI estimate. However, recent studies recommend that statistical testing with the NRI should be avoided. We propose using confidence ellipses around the estimated values of event and non-event NRIs which might provide the best measure of variability around the point estimates. Our developments are illustrated using practical examples from EPIC-Potsdam study.