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Regional confidence bands for ROC curves

✍ Scribed by Katrin Jensen; Hans-Helge Müller; Helmut Schäfer


Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
130 KB
Volume
19
Category
Article
ISSN
0277-6715

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✦ Synopsis


The performance of a diagnostic test is characterized by its speciÿcity and sensitivity. For a quantitative diagnostic test these criteria depend on the selected cut-o point. The receiver operating characteristic (ROC) curve of a quantitative diagnostic test is generated by plotting sensitivity against speciÿcity as the cut-o point runs through the whole range of possible test values. In practice, the ROC curve is estimated from clinical data. One important goal is to select an optimal cut-o point. For this purpose the sample variability has to be taken into account. Recently, Campbell has introduced non-parametric asymptotic simultaneous conÿdence bands that are valid for the whole ROC curve. In this paper a non-parametric asymptotic approach for the construction of regional conÿdence bands for ROC curves is proposed. It can be applied for any speciÿcity interval of interest. Our approach is based on the asymptotic theory of empirical and quantile processes. To investigate the small sample properties of the di erent approaches, a Monte Carlo study was conducted using normal and log-normal data. A method for sample size calculation is presented. Finally, the approaches are applied to a tumour marker in the diagnosis of bone marrow metastases.


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