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Confidence Bands for Receiver Operating Characteristic Curves

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  • Guangqin Ma
  • W.J. Hall

Abstract

Receiver operating characteristic (ROC) curves are mapped out by the two types of errors that are generated by varying the decision threshold used to determine which subjects will be considered abnormal. Under the conventional binormal model for the ROC curve, two- sided and one-sided simultaneous confidence bands for an entire ROC curve, or for a portion of an ROC curve, are constructed by employing Working-Hotelling-type confidence bands for simple linear regression. Pointwise confidence bands are presented for comparison. The cases in which one has only asymptotically normally distributed estimates of the parameters of the ROC curve and consistent estimates of their variance-covariance matrix are em phasized. The methods extend beyond binormal models. Key words: confidence bands for linear regression; ROC curves. (Med Decis Making 1993;13:191-197)

Suggested Citation

  • Guangqin Ma & W.J. Hall, 1993. "Confidence Bands for Receiver Operating Characteristic Curves," Medical Decision Making, , vol. 13(3), pages 191-197, August.
  • Handle: RePEc:sae:medema:v:13:y:1993:i:3:p:191-197
    DOI: 10.1177/0272989X9301300304
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    Citations

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    Cited by:

    1. Daniel J. Luckett & Eric B. Laber & Samer S. El‐Kamary & Cheng Fan & Ravi Jhaveri & Charles M. Perou & Fatma M. Shebl & Michael R. Kosorok, 2021. "Receiver operating characteristic curves and confidence bands for support vector machines," Biometrics, The International Biometric Society, vol. 77(4), pages 1422-1430, December.
    2. Bespalova, Olga, 2018. "Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA," MPRA Paper 117706, University Library of Munich, Germany.
    3. Kajal Lahiri & Liu Yang, 2018. "Confidence Bands for ROC Curves With Serially Dependent Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 115-130, January.
    4. Yin, Jingjing & Tian, Lili, 2014. "Joint inference about sensitivity and specificity at the optimal cut-off point associated with Youden index," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 1-13.
    5. Eugene Demidenko, 2012. "Confidence intervals and bands for the binormal ROC curve revisited," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(1), pages 67-79, March.

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