The Net Reclassification Improvement (NRI) is a statistical tool proposed to assess improvement in model performance offered by a new method of classification compared to a reference one.The NRI indicates how much more frequently appropriate reclassification occurs than inappropriate reclassification with the use of a new model of classification. The NRI is based on reclassification tables constructed separately for participants with and without the interest event, and quantifies the correct movement in categories, upwards for events and downwards for non-events.
Define upward movement (up) as a change into higher category based on the new algorithm and downward movement (down) as a change in the opposite direction. The NRI is defined as:
NRI= P(up|event)−P(down|event)+P(down|non-event)−P(up|non-event).
The null hypothesis for NRI = 0 is tested using Z statistic following McNemar asymptotic test for correlated proportions.
References :
1. Pencina MJ, D'Agostino RB, Sr., D'Agostino RB, Jr., Vasan RS. Evaluating the added predictive ability of a new marker: from area under the ROC curve to reclassification and beyond. Stat Med 2008.
2. Pencina MJ, D'Agostino RB, Sr., Steyerberg EW. Extensions of net reclassification improvement calculations to measure usefulness of new biomarkers. Stat Med 2011.
Download excell file to calculate NRI with its standard error and its p-value.