The area under the generalized receiver-operating characteristic curve.
area under the curve
diagnostic problem
generalized receiver-operating characteristic curve
summarized indices
two-sample problem
Journal
The international journal of biostatistics
ISSN: 1557-4679
Titre abrégé: Int J Biostat
Pays: Germany
ID NLM: 101313850
Informations de publication
Date de publication:
24 03 2021
24 03 2021
Historique:
received:
13
06
2020
accepted:
01
03
2021
pubmed:
25
3
2021
medline:
3
6
2022
entrez:
24
3
2021
Statut:
epublish
Résumé
The receiver operating-characteristic (ROC) curve is a well-known graphical tool routinely used for evaluating the discriminatory ability of continuous markers, referring to a binary characteristic. The area under the curve (AUC) has been proposed as a summarized accuracy index. Higher values of the marker are usually associated with higher probabilities of having the characteristic under study. However, there are other situations where both, higher and lower marker scores, are associated with a positive result. The generalized ROC (gROC) curve has been proposed as a proper extension of the ROC curve to fit these situations. Of course, the corresponding area under the gROC curve, gAUC, has also been introduced as a global measure of the classification capacity. In this paper, we study in deep the gAUC properties. The weak convergence of its empirical estimator is provided while deriving an explicit and useful expression for the asymptotic variance. We also obtain the expression for the asymptotic covariance of related gAUCs and propose a non-parametric procedure to compare them. The finite-samples behavior is studied through Monte Carlo simulations under different scenarios, presenting a real-world problem in order to illustrate its practical application. The
Identifiants
pubmed: 33761578
pii: ijb-2020-0091
doi: 10.1515/ijb-2020-0091
doi:
Substances chimiques
Biomarkers
0
Types de publication
Journal Article
Research Support, Non-U.S. Gov't
Langues
eng
Sous-ensembles de citation
IM
Pagination
293-306Informations de copyright
© 2021 Walter de Gruyter GmbH, Berlin/Boston.
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