Lehmann Family of ROC Curves

Mithat Gönen and Glenn Heller
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Mithat Gönen: Memorial Sloan-Kettering Cancer Center, New York, gonenm@mskcc.org
Glenn Heller: Memorial Sloan-Kettering Cancer Center, New York

Medical Decision Making, 2010, vol. 30, issue 4, 509-517

Abstract: Receiver operating characteristic (ROC) curves evaluate the discriminatory power of a continuous marker to predict a binary outcome. The most popular parametric model for an ROC curve is the binormal model, which assumes that the marker, after a monotone transformation, is normally distributed conditional on the outcome. Here, the authors present an alternative to the binormal model based on the Lehmann family, also known as the proportional hazards specification. The resulting ROC curve and its functionals (such as the area under the curve and the sensitivity at a given level of specificity) have simple analytic forms. Closed-form expressions for the functional estimates and their corresponding asymptotic variances are derived. This family accommodates the comparison of multiple markers, covariate adjustments, and clustered data through a regression formulation. Evaluation of the underlying assumptions, model fitting, and model selection can be performed using any off-the-shelf proportional hazards statistical software package.

Keywords: regression; clustered data; accuracy; concordance; proportional hazards. (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:sae:medema:v:30:y:2010:i:4:p:509-517

DOI: 10.1177/0272989X09360067

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