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Semiparametric Inference for ROC Curves with Censoring

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  • HUA LIANG
  • YONG ZHOU

Abstract

. Comparison of two samples can sometimes be conducted on the basis of analysis of receiver operating characteristic (ROC) curves. A variety of methods of point estimation and confidence intervals for ROC curves have been proposed and well studied. We develop smoothed empirical likelihood‐based confidence intervals for ROC curves when the samples are censored and generated from semiparametric models. The resulting empirical log‐likelihood function is shown to be asymptotically chi‐squared. Simulation studies illustrate that the proposed empirical likelihood confidence interval is advantageous over the normal approximation‐based confidence interval. A real data set is analysed using the proposed method.

Suggested Citation

  • Hua Liang & Yong Zhou, 2008. "Semiparametric Inference for ROC Curves with Censoring," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(2), pages 212-227, June.
    • Handle: RePEc:bla:scjsta:v:35:y:2008:i:2:p:212-227
    DOI: 10.1111/j.1467-9469.2007.00580.x
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    References listed on IDEAS

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    1. R.D. Gill, 1980. "Censoring and Stochastic Integrals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 34(2), pages 124-124, June.
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