The quantile probability model

Abstract

There is now a large literature on optimal predictive model selection. Bayesian methodology based on the -prior has been developed for the linear model where the median probability model (MPM) has certain optimality features. However, it is unclear if these properties also hold in the generalised linear model (GLM) framework, frequently used in clinical prediction models. In an application to the GUSTO-I trial based on logistic regression where the goal was the development of a clinical prediction model for 30-day mortality, sensitivi Show more