Evaluating the improvement in diagnostic utility from adding new predictors.
Multiple diagnostic tests and risk factors are commonly available for many diseases. This information can be either redundant or complimentary. Combining them may improve the diagnostic/predictive accuracy, but also unnecessarily increase complexity, risks, and/or costs. The improved accuracy gained by including additional variables can be evaluated by the increment of the area under (AUC) the receiver-operating characteristic curves with and without the new variable(s). In this study, we derive a new test statistic to accurately and efficiently determine the statistical significance of this incremental AUC under a multivariate normality assumption. Our test links AUC difference to a quadratic form of a standardized mean shift in a unit of the inverse covariance matrix through a properly linear transformation of all diagnostic variables. The distribution of the quadratic estimator is related to the multivariate Behrens-Fisher problem. We provide explicit mathematical solutions of the estimator and its approximate non-central F-distribution, type I error rate, and sample size formula. We use simulation studies to prove that our new test maintains prespecified type I error rates as well as reasonable statistical power under practical sample sizes. We use data from the Study of Osteoporotic Fractures as an application example to illustrate our method.
Li
Caixia
C
Department of Radiology and Biomedical Imaging, University of California, San Francisco, 94143-0946, USA.
Lu
Ying
Y
D000368:Aged; D019540:Area Under Curve; D019644:Arthroplasty, Replacement, Hip; D003933:Diagnosis; D016002:Discriminant Analysis; D005260:Female; D006620:Hip Fractures / Q000150:complications / Q000175:diagnosis / Q000503:physiopathology / Q000601:surgery; D006801:Humans; D016014:Linear Models; D015233:Models, Statistical; D015999:Multivariate Analysis; D010024:Osteoporosis / Q000150:complications; D012372:ROC Curve; D012307:Risk Factors