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Estimation of a convex ROC curve

✍ Scribed by Chris J. Lloyd

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
140 KB
Volume
59
Category
Article
ISSN
0167-7152

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✦ Synopsis

The receiver operating characteristic curve summarises the accuracy of a binary classiΓΏer. Provided that the group probabilities are monotonically related to the diagnostic, it is well known that the receiver operating characteristic (ROC) curve is convex. This article presents a method of computing the maximum likelihood estimator of the ROC curve assuming convexity. Firstly, the estimator is of interest in its own right, when it is believed that the decision variable is monotonically related to the likelihood of disease. Bias and standard error may be estimated using a simply implemented bootstrap technique. Secondly, the new estimator also leads naturally and directly to a new family of non-parametric tests of convexity.

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