A test for crossing receiver operating characteristic (roc) curves |
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Authors: | Alain Moise Bernard Clement Marios Raissis |
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Institution: | 1. Commission of the European Communities , Brussels;2. Département de Mathématiques Appliquées , Ecole Polytechnique de Montreal , Montréal, Quebec, Canada;3. Commission of the European Communities , IiuxembourgPhotius Nanopoulos |
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Abstract: | The receiver operating characteristic (ROC) curve gives a graphical representation of sensitivity and specificity of a prediction model when varying the decision treshold on a diagnostic criterion. A classical test for comparing the overall accuracies for two models -1 and 2- is based on the difference between ROC curves areas - related to its standard error. This test is designed for the situation where ROC curve 1 caps ROC curve 2. Often both curves cross :in this paper, a new test, based on the integrated difference between the curves, is proposed to deal with this situation. In a simulation experiment, the new test was less powerful than the old test for detecting an overall superiority, but much more powerfull against the crossing alternative. |
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Keywords: | Receiver operating characterisiting curve Bootstrap |
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