Empirical likelihood inference for the area under the ROC curve.
For a continuous-scale diagnostic test, the most commonly used summary index of the receiver operating characteristic curve (ROC) is the area under the curve (AUC) that measures the accuracy of the diagnostic test. In this article, we propose an empirical likelihood (EL) approach for the inference on the AUC. First we define an EL ratio for the AUC and show that its limiting distribution is a scaled chi-square distribution. We then obtain an EL-based confidence interval for the AUC using the scaled chi-square distribution. This EL inference for the AUC can be extended to stratified samples, and the resulting limiting distribution is a weighted sum of independent chi-square distributions. Additionally we conduct simulation studies to compare the relative performance of the proposed EL-based interval with the existing normal approximation-based intervals and bootstrap intervals for the AUC.
Qin
Gengsheng
G
Department of Mathematics and Statistics, Georgia State University, Atlanta, Georgia 30303, USA.
Zhou
Xiao-Hua
XH
D001699:Biometry; D016009:Chi-Square Distribution; D016001:Confidence Intervals; D046169:Dermoscopy / Q000706:statistics & numerical data; D003955:Diagnostic Tests, Routine / Q000706:statistics & numerical data; D006801:Humans; D016013:Likelihood Functions; D008545:Melanoma / Q000175:diagnosis; D012372:ROC Curve; D012878:Skin Neoplasms / Q000175:diagnosis