Semiparametric empirical likelihood confidence intervals for AUC under a density ratio model

Suohong Wang and Biao Zhang

Computational Statistics & Data Analysis, 2014, vol. 70, issue C, 101-115

Abstract: Inferences on the area under a receiver operating characteristic curve (AUC) are usually based on a fully parametric approach or a fully nonparametric approach. A semiparametric empirical likelihood method is proposed to construct confidence intervals for AUC by assuming a density ratio model for the diseased and non-diseased population densities. The limiting distribution of the semiparametric empirical log likelihood ratio statistic for AUC has a scaled chi-square distribution. The proposed semiparametric empirical likelihood approach is shown, via a simulation study, to be more robust than a fully parametric approach and is more accurate than a fully nonparametric approach. Some results on simulation and an analysis of two real examples are presented.

Keywords: AUC; Chi-square distribution; Density ratio model; Empirical likelihood; ROC curve (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:70:y:2014:i:c:p:101-115

DOI: 10.1016/j.csda.2013.07.041

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