On the exact interval estimation for the difference in paired areas under the ROC curves.
An important measure for comparison of accuracy between two diagnostic procedures is the difference in paired areas under the receiver operating characteristic (ROC) curves. Non-parametric and maximum likelihood methods have been proposed for interval estimation for the difference in paired areas under ROC curves. However, these two methods are asymptotic procedures and their performance in finite sample sizes has not been thoroughly investigated. We propose to use the concept of generalized pivotal quantities (GPQs) to construct an exact confidence interval for the difference in paired areas under ROC curves. A simulation study is conducted to empirically investigate the probability coverage and expected length of the three methods for various combinations of sample sizes, values of the area under the ROC curve and correlations. Simulation results demonstrate that the exact confidence interval based on the concept of GPQs provides not only sufficient probability coverage but also reasonable expected length. Numerical examples using published data sets illustrate the proposed method.
Li
Chi-Rong
CR
Division of Biometry, Institute of Agronomy, National Taiwan University, Taipei, Taiwan. jpliu@ntu.edu.tw
Liao
Chen-Tuo
CT
Liu
Jen-Pei
JP
D002986:Clinical Trials as Topic / Q000706:statistics & numerical data; D016001:Confidence Intervals; D003627:Data Interpretation, Statistical; D003955:Diagnostic Tests, Routine / Q000592:standards / Q000706:statistics & numerical data*; D006801:Humans; D015233:Models, Statistical; D012372:ROC Curve; D013624:Taiwan