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Confidence Intervals for the Area Under the Receiver Operating Characteristic Curve in the Presence of Ignorable Missing Data
Author(s) -
Cho Hunyong,
Matthews Gregory J.,
Harel Ofer
Publication year - 2019
Publication title -
international statistical review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.051
H-Index - 54
eISSN - 1751-5823
pISSN - 0306-7734
DOI - 10.1111/insr.12277
Subject(s) - confidence interval , receiver operating characteristic , statistics , missing data , coverage probability , measure (data warehouse) , mathematics , imputation (statistics) , logistic regression , wald test , matching (statistics) , econometrics , computer science , statistical hypothesis testing , data mining
Summary Receiver operating characteristic curves are widely used as a measure of accuracy of diagnostic tests and can be summarised using the area under the receiver operating characteristic curve (AUC). Often, it is useful to construct a confidence interval for the AUC; however, because there are a number of different proposed methods to measure variance of the AUC, there are thus many different resulting methods for constructing these intervals. In this article, we compare different methods of constructing Wald‐type confidence interval in the presence of missing data where the missingness mechanism is ignorable. We find that constructing confidence intervals using multiple imputation based on logistic regression gives the most robust coverage probability and the choice of confidence interval method is less important. However, when missingness rate is less severe (e.g. less than 70%), we recommend using Newcombe's Wald method for constructing confidence intervals along with multiple imputation using predictive mean matching.