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On the exact interval estimation for the difference in paired areas under the ROC curves
Author(s) -
Li ChiRong,
Liao ChenTuo,
Liu JenPei
Publication year - 2006
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.2760
Subject(s) - coverage probability , receiver operating characteristic , confidence interval , statistics , mathematics , interval (graph theory) , parametric statistics , sample size determination , interval estimation , measure (data warehouse) , algorithm , computer science , data mining , combinatorics
An important measure for comparison of accuracy between two diagnostic procedures is the difference in paired areas under the receiver operating characteristic (ROC) curves. Non‐parametric and maximum likelihood methods have been proposed for interval estimation for the difference in paired areas under ROC curves. However, these two methods are asymptotic procedures and their performance in finite sample sizes has not been thoroughly investigated. We propose to use the concept of generalized pivotal quantities (GPQs) to construct an exact confidence interval for the difference in paired areas under ROC curves. A simulation study is conducted to empirically investigate the probability coverage and expected length of the three methods for various combinations of sample sizes, values of the area under the ROC curve and correlations. Simulation results demonstrate that the exact confidence interval based on the concept of GPQs provides not only sufficient probability coverage but also reasonable expected length. Numerical examples using published data sets illustrate the proposed method. Copyright © 2006 John Wiley & Sons, Ltd.