Confidence Intervals for AUC and pAUC by Empirical Likelihood

Fuente: Wiley Open Access
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Autori principali: Yumin Zhao, Xue Ding, Mai Zhou
Natura: Artículo Open Access
Pubblicazione: Wiley 2025
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author Yumin Zhao
Xue Ding
Mai Zhou
author_facet Yumin Zhao
Xue Ding
Mai Zhou
Yumin Zhao
Xue Ding
Mai Zhou
collection Wiley Open Access
contents Confidence Intervals for AUC and pAUC by Empirical Likelihood Yumin Zhao Xue Ding Mai Zhou Statistics in Medicine ABSTRACT The area under the receiver operating characteristic curve (AUC) and Partial AUC (pAUC) are often used to measure the performance of medical diagnostic tests. Under nonparametric settings, we propose and illustrate in this paper a two‐sample empirical likelihood approach to test hypotheses and construct confidence intervals for AUC and pAUC. The empirical likelihood ratio test in our setup yields an asymptotic chi‐square distribution under null hypothesis. Thus, there is no need to estimate the complicated scale factor or the variance of the nonparametric AUC/pAUC estimators like most other competing methods do. Simulations show our method is very competitive. In fact, our method tops competitors in every situation we simulated. Real data examples (with R code) are presented illustrating the statistical tests and confidence intervals for AUC and pAUC. 10.1002/sim.70192 http://onlinelibrary.wiley.com/termsAndConditions#vor
doi_str_mv 10.1002/sim.70192
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id wiley_oa_10_1002_sim_70192
institution Wiley Open Access
license_str_mv http://onlinelibrary.wiley.com/termsAndConditions#vor
publishDate 2025
publisher Wiley
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spellingShingle Confidence Intervals for AUC and pAUC by Empirical Likelihood
Yumin Zhao
Xue Ding
Mai Zhou
Statistics in Medicine
Confidence Intervals for AUC and pAUC by Empirical Likelihood Yumin Zhao Xue Ding Mai Zhou Statistics in Medicine ABSTRACT The area under the receiver operating characteristic curve (AUC) and Partial AUC (pAUC) are often used to measure the performance of medical diagnostic tests. Under nonparametric settings, we propose and illustrate in this paper a two‐sample empirical likelihood approach to test hypotheses and construct confidence intervals for AUC and pAUC. The empirical likelihood ratio test in our setup yields an asymptotic chi‐square distribution under null hypothesis. Thus, there is no need to estimate the complicated scale factor or the variance of the nonparametric AUC/pAUC estimators like most other competing methods do. Simulations show our method is very competitive. In fact, our method tops competitors in every situation we simulated. Real data examples (with R code) are presented illustrating the statistical tests and confidence intervals for AUC and pAUC. 10.1002/sim.70192 http://onlinelibrary.wiley.com/termsAndConditions#vor
title Confidence Intervals for AUC and pAUC by Empirical Likelihood
topic Statistics in Medicine
url https://onlinelibrary.wiley.com/doi/10.1002/sim.70192