In medical research, it is common to collect information of multiple
continuous biomarkers to improve the accuracy of diagnostic tests. Combining
the measurements of these biomarkers into one single score is a popular
practice to integrate the collected information, where the accuracy of the
resultant diagnostic test is usually improved. To measure the accuracy of a
diagnostic test, the Youden index has been widely used in literature. Various
parametric and nonparametric methods have been proposed to linearly combine
biomarkers so that the corresponding Youden index can be optimized. Yet there
seems to be little justification of enforcing such a linear combination. This
paper proposes a flexible approach that allows both linear and nonlinear
combinations of biomarkers. The proposed approach formulates the problem in a
large margin classification framework, where the combination function is
embedded in a flexible reproducing kernel Hilbert space. Advantages of the
proposed approach are demonstrated in a variety of simulated experiments as
well as a real application to a liver disorder study