Smooth estimation of ROC curve in the presence of auxiliary information


DOI: 10.1007/s11424-011-7095-7

Cite this article as:
Zhou, Y., Zhou, H. & Ma, Y. J Syst Sci Complex (2011) 24: 919. doi:10.1007/s11424-011-7095-7


Receiver operating characteristic (ROC) curve is often used to study and compare two-sample problems in medicine. When more information may be available on one treatment than the other, one can improve estimator of ROC curve if the auxiliary population information is taken into account. The authors show that the empirical likelihood method can be naturally adapted to make efficient use of the auxiliary information to such problems. The authors propose a smoothed empirical likelihood estimator for ROC curve with some auxiliary information in medical studies. The proposed estimates are more efficient than those ROC estimators without any auxiliary information, in the sense of comparing asymptotic variances and mean squared error (MSE). Some asymptotic properties for the empirical likelihood estimation of ROC curve are established. A simulation study is presented to demonstrate the performance of the proposed estimators.

Key words

Auxiliary informationempirical likelihoodROC curvesmooth estimation

Copyright information

© Institute of Systems Science, Academy of Mathematics and Systems Science, CAS and Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  1. 1.Academy of Mathematics and Systems ScienceChinese Academy of SciencesBeijingChina
  2. 2.School of Statistics and ManagementShanghai University of Finance and EconomicsShanghaiChina
  3. 3.Department of BiostatisticsUniversity of North Carolina Chapel HillChapel HillUSA