Bayesian ROC curve estimation under binormality using an ordinal category likelihood
Xiaoguang Wang,
Yi Niu and
Xiaofang Li
Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 18, 4628-4640
Abstract:
Receiver operating characteristic (ROC) curve has been widely used in medical diagnosis. Various methods are proposed to estimate ROC curve parameters under the binormal model. In this paper, we propose a Bayesian estimation method from the continuously distributed data which is constituted by the truth-state-runs in the rank-ordered data. By using an ordinal category data likelihood and following the Metropolis–Hastings (M–H) procedure, we compute the posterior distribution of the binormal parameters, as well as the group boundaries parameters. Simulation studies and real data analysis are conducted to evaluate our Bayesian estimation method.
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:47:y:2018:i:18:p:4628-4640
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DOI: 10.1080/03610926.2017.1380830
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