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Semiparametric Inference for ROC Curves with Censoring
Author(s) -
LIANG HUA,
ZHOU YONG
Publication year - 2008
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/j.1467-9469.2007.00580.x
Subject(s) - mathematics , empirical likelihood , confidence interval , censoring (clinical trials) , statistics , receiver operating characteristic , inference , coverage probability , confidence region , confidence distribution , likelihood function , point estimation , confidence and prediction bands , econometrics , maximum likelihood , artificial intelligence , computer science
. Comparison of two samples can sometimes be conducted on the basis of analysis of receiver operating characteristic (ROC) curves. A variety of methods of point estimation and confidence intervals for ROC curves have been proposed and well studied. We develop smoothed empirical likelihood‐based confidence intervals for ROC curves when the samples are censored and generated from semiparametric models. The resulting empirical log‐likelihood function is shown to be asymptotically chi‐squared. Simulation studies illustrate that the proposed empirical likelihood confidence interval is advantageous over the normal approximation‐based confidence interval. A real data set is analysed using the proposed method.