Youden's J statistic

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Youden's J statistic (also called Youden's index) is a single statistic that captures the performance of a dichotomous diagnostic test. (Bookmaker) Informedness is its generalization to the multiclass case and estimates the probability of an informed decision.

Definition

Youden's J statistic is

with the two right-hand quantities being sensitivity and specificity. Thus the expanded formula is:

The index was suggested by W. J. Youden in 1950[1] as a way of summarising the performance of a diagnostic test; however, the formula was earlier published in Science by C. S. Pierce in 1884.[2] Its value ranges from -1 through 1 (inclusive),[1] and has a zero value when a diagnostic test gives the same proportion of positive results for groups with and without the disease, i.e the test is useless. A value of 1 indicates that there are no false positives or false negatives, i.e. the test is perfect. The index gives equal weight to false positive and false negative values, so all tests with the same value of the index give the same proportion of total misclassified results. While it is possible to obtain a value of less than zero from this equation, e.g. Classification yields only False Positives and False Negatives, a value of less than zero just indicates that the positive and negative labels have been switched. After correcting the labels the result will then be in the 0 through 1 range.

Example of a receiver operating characteristic curve. Solid red: ROC curve; Dashed line: Chance level; Vertical line (J) maximum value of Youden's index for the ROC curve

Youden's index is often used in conjunction with receiver operating characteristic (ROC) analysis.[3] The index is defined for all points of an ROC curve, and the maximum value of the index may be used as a criterion for selecting the optimum cut-off point when a diagnostic test gives a numeric rather than a dichotomous result. The index is represented graphically as the height above the chance line, and it is also equivalent to the area under the curve subtended by a single operating point.[4]

Youden's index is also known as deltaP' [5] and generalizes from the dichotomous to the multiclass case as informedness.[4]

The use of a single index is "not generally to be recommended",[6] but informedness or Youden's index is the probability of an informed decision (as opposed to a random guess) and takes into account all predictions.[4]

An unrelated but commonly used combination of basic statistics from

abductive direction,[4][7] (and generalizes to the multiclass case as Markedness), matching well human learning of associations; rules and, superstitions as we model possible causation;[5]
, while correlation and kappa evaluate bidirectionally.

accuracy in other contexts (including the multiclass case). Fleiss' kappa, like F-score, assumes that both variables are drawn from the same distribution and thus have the same expected prevalence, while Cohen's kappa assumes that the variables are drawn from distinct distributions and referenced to a model of expectation that assumes prevalences are independent.[7]

When the true

References