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Asymptotic Properties of the Sequential Empirical ROC and PPV Curves

Abstract

The receiver operating characteristic (ROC) curve, the positive predictive value (PPV) curve and the negative predictive value (NPV) curve are three common measures of performance for a diagnostic biomarker. The independent increments covariance structure assumption is common in the group sequential study design literature. Showing that summary measures of the ROC, PPV and NPV curves have an independent increments covariance structure will provide the theoretical foundation for designing group sequential diagnostic biomarker studies. The ROC, PPV and NPV curves are often estimated empirically to avoid assumptions about the distributional form of the biomarkers. In this paper we derive asymptotic theory for the sequential empirical ROC, PPV and NPV curves. These results are used to show that the independent increments assumption holds for some summary measures of the ROC, PPV and NPV curves when estimated empirically

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