Estimation of the area under ROC curve with censored data |
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Authors: | Qihua Wang Lili Yao Peng Lai |
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Affiliation: | 1. Academy of Mathematics and Systems Science, Chinese Academy of Science, Beijing 100080, China;2. Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong, China;3. Department of Statistics, Northwestern University, Evanston, IL, USA |
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Abstract: | The area under the receiver operating characteristic curve is the most commonly used summary measure of diagnostic accuracy for a continuous-scale diagnostic test. In this paper, we develop methods to estimate the area under the curve (AUC) with censored data. Based on two different integration representations of this parameter, two nonparametric estimators are defined by the “plug in” method. Both the proposed estimators are shown to be asymptotically normal based on counting process and martingale theory. A simulation study is conducted to evaluate the performances of the proposed estimators. |
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Keywords: | ROC curve Asymptotic normality Counting process and martingale theory |
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