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A non-parametric test for comparing conditional ROC curves

Author

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  • Fanjul-Hevia, Arís
  • González-Manteiga, Wenceslao
  • Pardo-Fernández, Juan Carlos

Abstract

Comparing the accuracy and the behaviour of different diagnostic procedures is one of the main objectives of the Receiver Operating Characteristic (ROC) curve analysis. Along with the diagnostic variables it is usual to observe other covariates, but that extra information has been hardly ever considered for the comparison of this kind of curves. A new non-parametric test is proposed for the comparison of conditional ROC curves. This test is based on a statistic whose theoretical properties are examined, and a bootstrap mechanism is used to calibrate the test. Simulations are run to analyse the practical performance of the test in terms of level approximation and power. An application to real data is also presented to illustrate the procedure.

Suggested Citation

  • Fanjul-Hevia, Arís & González-Manteiga, Wenceslao & Pardo-Fernández, Juan Carlos, 2021. "A non-parametric test for comparing conditional ROC curves," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
    • Handle: RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302371
    DOI: 10.1016/j.csda.2020.107146
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    References listed on IDEAS

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    1. Escanciano, J. Carlos, 2006. "A Consistent Diagnostic Test For Regression Models Using Projections," Econometric Theory, Cambridge University Press, vol. 22(6), pages 1030-1051, December.
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    5. Arís Fanjul-Hevia & Wenceslao González-Manteiga, 2018. "A comparative study of methods for testing the equality of two or more ROC curves," Computational Statistics, Springer, vol. 33(1), pages 357-377, March.
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    8. Wenceslao González‐Manteiga & Juan Carlos Pardo‐Fernández & Ingrid Van Keilegom, 2011. "ROC Curves in Non‐Parametric Location‐Scale Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 38(1), pages 169-184, March.
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