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A weighted Wilcoxon estimate for the covariate-specific ROC curve

A weighted Wilcoxon estimate for the covariate-specific ROC curve
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摘要 The covariate-specific receiver operating characteristic(ROC) curve is an important tool for evaluating the classification accuracy of a diagnostic test when it is associated with certain covariates. In this paper,a weighted Wilcoxon estimator is constructed for estimating this curve under the framework of location-scale model for the test result. The asymptotic normality is established, both for the regression parameter estimator and the estimator for the covariate-specific ROC curve at a fixed false positive point. Simulation results show that the Wilcoxon estimator compares favorably to its main competitors in terms of the standard error, especially when outliers exist in the covariates. As an illustration, the new procedure is applied to the dementia data from the national Alzheimer's coordinating center. The covariate-specific receiver operating characteristic (ROC) curve is an important tool for evalu- ating the classification accuracy of a diagnostic test when it is associated with certain covariates. In this paper, a weighted Wilcoxon estimator is constructed for estimating this curve under the framework of location-scale model for the test result. The asymptotic normality is established, both for the regression parameter estimator and the estimator for the covariate-specific ROC curve at a fixed false positive point. Simulation results show that the Wilcoxon estimator compares favorably to its main competitors in terms of the standard error, especially when outliers exist in the covariates. As an illustration, the new procedure is applied to the dementia data from the national Alzheimer's coordinating center.
出处 《Science China Mathematics》 SCIE CSCD 2017年第9期1705-1716,共12页 中国科学:数学(英文版)
基金 supported by National Natural Science Foundation of China (Grant Nos. 11401561 and 11301031)
关键词 ROC曲线 秩估计 协变量 加权 阿尔茨海默氏症 诊断测试 渐近正态性 老年痴呆症 covariates, location-scale model, receiver operating characteristic curve, Wilcoxon method
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