Title
Smooth estimation of ROC curve in the presence of auxiliary information.
Abstract
Receiver operating characteristic (ROC) curve is often used to study and compare two-sample problems in medicine. When more information may be available on one treatment than the other, one can improve estimator of ROC curve if the auxiliary population information is taken into account. The authors show that the empirical likelihood method can be naturally adapted to make efficient use of the auxiliary information to such problems. The authors propose a smoothed empirical likelihood estimator for ROC curve with some auxiliary information in medical studies. The proposed estimates are more efficient than those ROC estimators without any auxiliary information, in the sense of comparing asymptotic variances and mean squared error (MSE). Some asymptotic properties for the empirical likelihood estimation of ROC curve are established. A simulation study is presented to demonstrate the performance of the proposed estimators. © 2011 Institute of Systems Science, Academy of Mathematics and Systems Science, CAS and Springer-Verlag Berlin Heidelberg.
Year
DOI
Venue
2011
10.1007/s11424-011-7095-7
J. Systems Science & Complexity
Keywords
Field
DocType
auxiliary information,empirical likelihood,roc curve,smooth estimation
Population,Receiver operating characteristic,Empirical likelihood,Mean squared error,Statistics,Mathematics,Estimator
Journal
Volume
Issue
ISSN
24
5
15597067
Citations 
PageRank 
References 
1
0.48
0
Authors
3
Name
Order
Citations
PageRank
Yong Zhou120.86
haibo zhou2619.11
Yunbei Ma310.48