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Biomarkers abound in many areas of clinical research, and often investigatorsare interested in combining them for diagnosis, prognosis, or screening. Inmany applications, the true positive rate for a biomarker combination at aprespecified, clinically acceptable false positive rate is the most relevantmeasure of predictive capacity. We propose a distribution-free method forconstructing biomarker combinations by maximizing the true positive rate whileconstraining the false positive rate. Theoretical results demonstrate desirableproperties of biomarker combinations produced by the new method. Insimulations, the biomarker combination provided by our method demonstratedimproved operating characteristics in a variety of scenarios when compared withalternative methods for constructing biomarker combinations.

Combining Biomarkers by Maximizing the True Positive Rate for a Fixed False Positive Rate