Jackknife variance of the partial area under the empirical receiver operating characteristic curve.
Jackknife variance of the partial area under the empirical receiver operating characteristic curve.
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DOI:
10.1177/0962280214551190
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发表时间:
2017-04
影响因子:
2.3
通讯作者:
Gur D
中科院分区:
文献类型:
--
作者:
Bandos AI;Guo B;Gur D
Receiver Operating Characteristic (ROC) analysis provides an important methodology for assessing traditional (e.g., imaging technologies and clinical practices) and new (e.g., genomic studies, biomarker development) diagnostic problems. The area under the clinically/practically relevant part of the ROC curve (partial area or pAUC) is an important performance index summarizing diagnostic accuracy at multiple operating points (decision thresholds) that are relevant to actual clinical practice. A robust estimate of the pAUC is provided by the area under the corresponding part of the empirical ROC curve. We derive a closed-form expression for the jackknife variance of the partial area under the empirical ROC curve. Using the derived analytical expression we investigate the differences between the jackknife variances and a conventional variance estimator. The relative properties in finite samples are demonstrated in a simulation study. The developed formula enables an easy way to estimate the variance of the empirical pAUC, thereby substantially reducing the computation burden, and provides important insight into the structure of the variability. We demonstrate that when compared with the conventional approach, the jackknife variance has negligible bias, and leads to a more appropriate type I error rate of the Wald-type test. The use of the jackknife variance is illustrated in the analysis of a dataset from a diagnostic imaging study.
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