Multivariate Classification Rules: Calibration and Discrimination

Abstract
This article presents a number of measures of discrimination and calibration, along with graphical representations of calibration and discrimination assessment. It emphasizes multivariate classification rules for models, where the classification is into one of two possible states, and also discusses extensions to multistate classifications. The c‐index and the Hosmer–Lemeshow χ2statistic are the most widely used measures of discrimination and calibration.