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Semi‐parametric maximum likelihood estimates for ROC curves of continuous‐scale tests
Author(s) -
Zhou XiaoHua,
Lin Huazhen
Publication year - 2008
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.3349
Subject(s) - estimator , receiver operating characteristic , parametric statistics , maximum likelihood , mathematics , scale (ratio) , statistics , parametric equation , set (abstract data type) , computer science , physics , geometry , quantum mechanics , programming language
In this paper, we propose a new semi‐parametric maximum likelihood (ML) estimate of a receiver operating characteristic (ROC) curve that satisfies the property of invariance of the ROC curve and is easy to compute. We show that our new estimator is $$ \sqrt {n} $$ ‐consistent and has an asymptotically normal distribution. Our extensive simulation studies show that the proposed method is efficient and robust. Finally, we illustrate the application of the proposed estimator in a real data set. Copyright © 2008 John Wiley & Sons, Ltd.