Using nomination sampling in estimating the area under the ROC curve

Zeinab Akbari Ghamsari, Ehsan Zamanzade () and Majid Asadi
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Zeinab Akbari Ghamsari: University of Isfahan
Ehsan Zamanzade: University of Isfahan
Majid Asadi: University of Isfahan

Computational Statistics, 2024, vol. 39, issue 5, No 13, 2742 pages

Abstract: Abstract The area under a receiver operating characteristic (ROC) curve is frequently used in medical studies to evaluate the effectiveness of a continuous diagnostic biomarker, with values closer to one indicating better classification. Unfortunately, the standard statistical procedures based on simple random sampling (SRS) and ranked set sampling (RSS) techniques tend to be less efficient when the values of the area under a ROC curve (AUC) get closer to one. Thus, developing some statistical procedures for efficiently estimating the AUC when it is close to one is very important. In this paper, some estimators are developed using nomination sampling to assess AUC. The proposed AUC estimators are compared with their counterparts in SRS and RSS using Monte Carlo simulation. The results show that some of the estimators developed in this study considerably improve the efficiency of the AUC estimation when it is close to one. This substantially reduces the cost and time for the sample size needed to obtain the desired precision.

Keywords: Judgment ranking; Nomination sampling; Nonparametric estimation; Relative efficiency (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s00180-023-01409-6

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