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CPS1874 Yiyao Chen et al.
                  which is in Figure 1. We might expect similar behavior among the principal
                  stratum of always biopsied participants. We therefore illustrate the method for
                   () a piecewise function with constant value 0.15 for  in [0, 0.4] and 0.88
                   1
                  for    in  (0.8,  1].  For    in  (0.4,  0.8],   () is  given  by  monotonic  linear
                                                          1
                  interpolation with the corresponding biopsy proportions. Moreover, we set
                   () =  ()  and   () =  (). The  resulting     and      are
                                                4
                   1
                                        2
                           3
                  calculated  on  the  3984  biopsied  participants  from  SELECT  and  showed  in
                  Figure 2.
                      The observed AUC on the test set is 59.4% (95% confidence interval (CI):
                  57.7% - 61.2%). The   with the ()′ set to the piecewise linear functions
                                          
                  is  very  similar,  58.6%  (95%  CI:  56.5%  -  60.7%),  potentially  because  non-
                  identifiable biopsy rule was chosen to be similar to that observed.

                  4.  Discussion
                      External validation of a risk tool should measure the quality of the risk tool,
                  but  is  unfortunately  confounded  by  differences  between  the  test  and  the
                  training sets. We have therefore borrowed principles from causal inference to
                  separate a pristine measure of reproducibility from the provided test set. We
                  suggest  reporting  this  measure  in  addition  to  the  observed  operating
                  characteristics on the complete test set for the full range of assumed biopsy
                  probabilities for the principal stratum of always biopsied patients.






















                      Figure  1:  Proportions  of  biopsy  for  participants  with  risk  larger  than
                  threshold (blue) versus smaller than or equal to the threshold (yellow) at each
                  threshold value among the 18727 PLCO participants (left) and 26408 SELECT
                  participants (right), respectively.








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