SUMMARY The positive and negative predictive values are standard ways of quantifying predictive accuracy when both the outcome and the prognostic factor are binary. Methods for comparing the predictive values of two or more binary factors have been discussed previously (Leisenring et al., 2000, Biometrics 56, 345–351). We propose extending the standard definitions of the predictive values to accommodate prognostic factors that are measured on a continuous scale and suggest a corresponding graphical method to summarize predictive accuracy. Drawing on the work of Leisenring et al. we make use of a marginal regression framework and discuss methods for estimating these predictive value functions and their differences within this framework. The methods presented in this paper have the potential to be useful in a number of areas including the design of clinical trials and health policy analysis.