Be it logistic or survival analysis/cox regression, there is utility in determining cutoff points to categorise a continuos risk factor into various risk strata.
However there is a plethora or methods to go about defining the 'optimal' value depending on the nature of the model outcome. Generally they fall into methods that look at the model's sensitivity and specificity or methods that look to maximise the p value of significant difference between the survival curves of the resulting stratas.
Currently, i'm modeling the risk of body mass index on diagnosis of certain medical conditions through survival analysis to identify at risk individuals since the current bmi risk groupings prove inadequate to stratefy risk groups. For my purposes, i'm thinking of going with a method to maximise sensitivity with maintaining a certain threshold of specificity ,instead if going eith the standard procedure to maximise the youden index , since the cost of misclassifying in the model isn't a great deal.
The issue im facing is how to justify the specificity threshold chosen? Or is there a better method of determining the best cut off to use for catorising bmi risk groups. Also , how to determine the number of categories?
The implementation of this in R is also shrouded in difficulty and the packages i found are unclear in the innerworkings of the functions.
Anyone able to shed some light on this grey situation?