Local linear smoothing of receiver operating characteristic (ROC) curves |
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| Institution: | 1. School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332-0160, USA;2. Division of Biostatistics, Indiana University School of Medicine, RG 4101, 1050 Wishard Blvd, Indianapolis, IN 46202-2872, USA;3. Health Services Research and Development Center of Excellence, Veterans Affairs Puget Sound Health Care System, 1660 S. Columbian Way, Seattle, WA 98108, USA;1. Biostatistics Unit, Institut Claudius Regaud-IUCT-O, Toulouse, France;2. Biostatistics Unit, Institut Paoli-Calmettes, Marseille, France;3. Medical Oncology Department, Institut Claudius Regaud-IUCT-O, Toulouse, France;4. TSE-R, Université Toulouse 1 Capitole, Toulouse, France;5. Geriatric Department, Centre Hospitalier Universitaire de Toulouse, Toulouse, France;6. Surgery Department, Institut Claudius Regaud-IUCT-O, Toulouse, France;7. Aix Marseille Université, INSERM, IRD, SESSTIM, Marseille, France;8. Medical Oncology Department, Institut Curie/Saint-Cloud, Saint-Cloud, France;1. College of Science, Shenyang Agricultural University, Shenyang 110866, PR China;2. School of Economics, Liaoning University, Shenyang 110036, PR China;3. Production, Operations and Decision Sciences Area, XLRI-Xavier School of Management, XLRI Jamshedpur, Jamshedpur 831001, India;1. Department of Mathematics, Harbin Institute of Technology, Harbin 150001, PR China;2. Division of Biostatistics, Office of Surveillance and Biometrics, Center for Devices and Radiological Health, Food and Drug Administration, Silver Spring, MD 20993, USA;3. Department of Biostatistics, College of Public Health, University of Nebraska Medical Center, Omaha, NE 68198, USA;4. Department of Biostatistics, School of Public Health and Community Medicine, University of Washington, HSR&D Center of Excellence, U.S. Department of Veterans Affairs Puget Sound Health Care System, Seattle, WA 98198, USA;1. Faculty of Engineering, Universidad Panamericana, Augusto Rodin 498, Insurgentes Mixcoac, 03920 Mexico City, Mexico;2. Supply Chain Analytics Department, Vrije Universiteit Amsterdam, De Boelelaan 1105, 1081 HV Amsterdam, the Netherlands;3. Department of Information Technology and Decision Sciences, Old Dominion University, 5115 Hampton Boulevard, Norfolk, VA 23529, USA;4. Department of Strategy, ESC La Rochelle, 102 Rue de Coureilles, 17024 La Rochelle, France |
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| Abstract: | For measuring the accuracy of a continuous diagnostic test, the receiver operating characteristic (ROC) curve is often used. The empirical ROC curve is the most commonly used non-parametric estimator for the ROC curve. Recently, Lloyd (J. Amer. Statist. Assoc. 93(1998) 1356) proposed a kernel smoothing estimator for the ROC curve and showed his estimator has better mean square error than the empirical ROC curve estimator. However, Lloyd's estimator involves two bandwidths and has a boundary problem. In addition, his choice of bandwidths is ad hoc. In this paper we propose another kernel smoothing estimator which involves only one bandwidth and does not have the boundary problem. Furthermore, our choice of the bandwidth is asymptotically optimal. |
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