Jackknife empirical likelihood for the difference of two volumes under ROC surfaces

Yueheng An and Yichuan Zhao ()
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Yueheng An: Georgia State University
Yichuan Zhao: Georgia State University

Annals of the Institute of Statistical Mathematics, 2018, vol. 70, issue 4, No 4, 789-806

Abstract: Abstract The volume under a surface (VUS) is an effective measure for evaluating the discriminating power of a diagnostic test with three ordinal diagnostic groups. In this paper, we investigate the difference of two correlated VUS’s to compare two treatments for discrimination of three-class classification data. A jackknife empirical likelihood (JEL) procedure is employed to avoid the variance estimation in the existing methods. We prove that the limiting distribution of the empirical log-likelihood ratio statistic follows a $$\chi ^2$$ χ 2 distribution. Extensive numerical studies show that the JEL confidence intervals outperform those based on the normal approximation method. The proposed method is also applied to the Alzheimer’s disease data.

Keywords: Jackknife empirical likelihood; Receiver operating characteristic (ROC) curve; Volume under an ROC surface (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s10463-017-0631-z

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