Optimal cut-points when screening for more than one disease state: an example from the Canadian Study of Health and...

A method is described for choosing optimal cut-points in screening test with a continuous score in order to divide people into any number of disease categories. The cut-points are chosen to minimize the overall expected loss, given a matrix of losses incurred by misclassifications. It is shown that the optimal cut-points depend on the column differences of the loss matrix. The effect of changing the loss matrix is examined. For the error counting matrix, where misclassifications are given equal weight, it is shown that the relationship between the minimal loss cut-point and the receiver operating characteristic (ROC) curve for two disease categories extends to the general case. The results of a study in which elderly people were screened for cognitive impairment and dementia are used to illustrate the method.