Bayesian ROC curve estimation under binormality using a rank likelihood |
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Authors: | Jiezhun Gu Subhashis Ghosal |
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Institution: | 1. Duke Clinical Research Institute, Duke University Medical Center, P.O. Box 17969, Durham, NC 27715, USA;2. Department of Statistics, North Carolina State University, Raleigh, NC 27695-8203, USA |
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Abstract: | There are various methods to estimate the parameters in the binormal model for the ROC curve. In this paper, we propose a conceptually simple and computationally feasible Bayesian estimation method using a rank-based likelihood. Posterior consistency is also established. We compare the new method with other estimation methods and conclude that our estimator generally performs better than its competitors. |
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Keywords: | Binormal model MCMC Rank-based likelihood ROC curve Posterior consistency |
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