Assessing the performance of prediction models: a framework for traditional and novel measures

EW Steyerberg, AJ Vickers, NR Cook, T Gerds… - …, 2010 - journals.lww.com
The performance of prediction models can be assessed using a variety of methods and
metrics. Traditional measures for binary and survival outcomes include the Brier score to
indicate overall model performance, the concordance (or c) statistic for discriminative ability
(or area under the receiver operating characteristic [ROC] curve), and goodness-of-fit
statistics for calibration.