Semiparametric Inference for ROC Curves with Censoring

Hua Liang and Yong Zhou

Scandinavian Journal of Statistics, 2008, vol. 35, issue 2, 212-227

Abstract: Abstract. 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.

Date: 2008
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https://doi.org/10.1111/j.1467-9469.2007.00580.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:35:y:2008:i:2:p:212-227

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