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A nonparametric approach for partial areas under ROC curves and ordinal dominance curves

Author(s): Yang, Hanfang; Lu, Kun; Zhao, Yichuan

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Abstract: The receiver operating characteristic (ROC) curve is a well-known measure of the performance of a classification method. Interest may only pertain to a specific region of the curve and, in this case, the partial area under the ROC curve (pAUC) provides a useful summary measure. Related measures such as the ordinal dominance curve (ODC) and the partial area under the ODC (pODC) are frequently of interest as well. Based on a novel estimator of pAUC proposed by Wang and Chang (2011), we develop nonparametric approaches to the pAUC and pODC using normal approximation, the jackknife and the jackknife empirical likelihood. A simulation study demonstrates the flaws of the existing method and shows proposed methods perform well. Simulations also substantiate the consistency of our jackknife variance estimator. The Pancreatic Cancer Serum Biomarker data set is used to illustrate the proposed methods. Key words and phrases: Jackknife empirical likelihood, normal approximation, partial AUC.
Publication Date: 2017
Electronic Publication Date: 2017
Citation: Yang, Hanfang, Lu, Kun, Zhao, Yichuan. (2017). A nonparametric approach for partial areas under ROC curves and ordinal dominance curves. Statistica Sinica, 10.5705/ss.2013.367
DOI: doi:10.5705/ss.2013.367
ISSN: 1017-0405
Pages: 357-371
Type of Material: Journal Article
Journal/Proceeding Title: Statistica Sinica
Version: Final published version. Article is made available in OAR by the publisher's permission or policy.

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