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Journal of Statistical Theory and Practice

, Volume 8, Issue 3, pp 482–508 | Cite as

Empirical Likelihood Confidence Intervals for the Difference of Areas Under Two Correlated ROC Curves

  • Dong Zhang
  • Biao Zhang
Article

Abstract

The area under the receiver operating characteristic (ROC) curve, AUC, is commonly used to assess the ability of a diagnostic test to correctly classify individuals into diseased and nondiseased populations. When there are two diagnostic tests available, it is of interest to evaluate and compare their performances. Based on the difference of two placement values, we propose a two-sample empirical likelihood method for comparing AUCs of two ROC curves. The proposed empirical likelihood ratio statistic converges in distribution to a scaled chi-squared random variable. Simulation results show that the proposed empirical likelihood method has a better finite-sample performance than other competitors.

Keywords

Receiver operating characteristic curve Area under curve Empirical likelihood Placement value Sensitivity Specificity 

AMS Subject Classification

62G05 62G20 62G86 

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Copyright information

© Grace Scientific Publishing 2014

Authors and Affiliations

  1. 1.Department of Mathematics, Computer Science, and StatisticsBloomsburg UniversityBloomsburgUSA
  2. 2.Department of Mathematics and StatisticsUniversity of ToledoToledoUSA

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