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True verification probabilities should not be used in estimating the area under receiver operating characteristic curve
Author(s) -
Wu Yougui
Publication year - 2020
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.8700
Subject(s) - estimator , statistics , receiver operating characteristic , weighting , population , inverse probability weighting , variance (accounting) , computer science , mathematics , inverse probability , bayesian probability , medicine , posterior probability , environmental health , accounting , business , radiology
In medical research, a two‐phase study is often used for the estimation of the area under the receiver operating characteristic curve (AUC) of a diagnostic test. However, such a design introduces verification bias. One of the methods to correct verification bias is inverse probability weighting (IPW). Since the probability a subject is selected into phase 2 of the study for disease verification is known, both true and estimated verification probabilities can be used to form an IPW estimator for AUC. In this article, we derive explicit variance formula for both IPW AUC estimators and show that the IPW AUC estimator using the true values of verification probabilities even when they are known are less efficient than its counterpart using the estimated values. Our simulation results show that the efficiency loss can be substantial especially when the variance of test result in disease population is small relative to its counterpart in nondiseased population.