158,387 research outputs found

    Comparative assessment of three common algorithms for estimating the variance of the area under the nonparametric receiver operating characteristic curve

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    The area under the receiver operating characteristic (ROC) curve is often used to summarize and compare the discriminatory accuracy of a diagnostic test or modality,and to evaluate the predictive power of statistical models for binary outcomes. Parametric maximum likelihood methods for Þtting of the ROC curve provide direct estimates of the area under the ROC curve and its variance. Nonparametric methods, on the other hand, provide estimates of the area under the ROC curve, but do not directly estimate its variance. Three algorithms for computing the variance for the area under the nonparametric ROC curve are commonly used, although ambiguity exists about their behavior under diverse study conditions. Using simulated data, we found similar asymptotic performance between these algorithms when the diagnostic test produces results on a continuous scale, but found notable differences in small samples, and when the diagnostic test yields results on a discrete diagnostic scale. Copyright 2002 by Stata Corporation.receiver operating characteristic (ROC )curve,trapezoidal rule, sensitivity,specificity,discriminatory accuracy,predictive power

    Estimating the Area under a Receiver Operating Characteristic Curve For Repeated Measures Design

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    The receiver operating characteristic (ROC) curve is widely used for diagnosing as well as for judging the discrimination ability of different statistical models. Although theories about ROC curves have been established and computation methods and computer software are available for cross-sectional design, limited research for estimating ROC curves and their summary statistics has been done for repeated measure designs, which are useful in many applications, such as biological, medical and health services research. Furthermore, there is no published statistical software available that can generate ROC curves and calculate summary statistics of the area under a ROC curve for data from a repeated measures design. Using generalized linear mixed model (GLMM), we estimate the predicted probabilities of the positivity of a disease or condition, and the estimated probability is then used as a bio-marker for constructing the ROC curve and computing the area under the curve. The area under a ROC curve is calculated using the Wilcoxon non-parametric approach by comparing the predicted probability of all discordant pairs of observations. The ROC curve is constructed by plotting a series of pairs of true positive rate (sensitivity) and false positive rate (1- specificity) calculated from varying cuts of positivity escalated by increments of 0.005 in predicted probability. The computation software is written in SAS/IML/MACRO v8 and can be executed in any computer that has a working SAS v8 system with SAS/IML/MACRO.

    Asymptotic properties of the sequential empirical ROC, PPV and NPV curves under case-control sampling

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    The receiver operating characteristic (ROC) curve, the positive predictive value (PPV) curve and the negative predictive value (NPV) curve are three measures of performance for a continuous diagnostic biomarker. The ROC, PPV and NPV curves are often estimated empirically to avoid assumptions about the distributional form of the biomarkers. Recently, there has been a push to incorporate group sequential methods into the design of diagnostic biomarker studies. A thorough understanding of the asymptotic properties of the sequential empirical ROC, PPV and NPV curves will provide more flexibility when designing group sequential diagnostic biomarker studies. In this paper, we derive asymptotic theory for the sequential empirical ROC, PPV and NPV curves under case-control sampling using sequential empirical process theory. We show that the sequential empirical ROC, PPV and NPV curves converge to the sum of independent Kiefer processes and show how these results can be used to derive asymptotic results for summaries of the sequential empirical ROC, PPV and NPV curves.Comment: Published in at http://dx.doi.org/10.1214/11-AOS937 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org