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Semiparametric empirical likelihood confidence intervals for AUC under a density ratio model

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  • Wang, Suohong
  • Zhang, Biao

Abstract

Inferences on the area under a receiver operating characteristic curve (AUC) are usually based on a fully parametric approach or a fully nonparametric approach. A semiparametric empirical likelihood method is proposed to construct confidence intervals for AUC by assuming a density ratio model for the diseased and non-diseased population densities. The limiting distribution of the semiparametric empirical log likelihood ratio statistic for AUC has a scaled chi-square distribution. The proposed semiparametric empirical likelihood approach is shown, via a simulation study, to be more robust than a fully parametric approach and is more accurate than a fully nonparametric approach. Some results on simulation and an analysis of two real examples are presented.

Suggested Citation

  • Wang, Suohong & Zhang, Biao, 2014. "Semiparametric empirical likelihood confidence intervals for AUC under a density ratio model," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 101-115.
    • Handle: RePEc:eee:csdana:v:70:y:2014:i:c:p:101-115
    DOI: 10.1016/j.csda.2013.07.041
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    References listed on IDEAS

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    4. Margaret Sullivan Pepe & Tianxi Cai, 2004. "The Analysis of Placement Values for Evaluating Discriminatory Measures," Biometrics, The International Biometric Society, vol. 60(2), pages 528-535, June.
    5. Vaart,A. W. van der, 1998. "Asymptotic Statistics," Cambridge Books, Cambridge University Press, number 9780521496032.
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