The optimal linear combination of multiple predictors under the generalized linear models
The optimal linear combination of multiple predictors under the generalized linear models
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DOI:
10.1016/j.spl.2009.08.002
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发表时间:
2009-11-15
影响因子:
0.8
通讯作者:
Lu, Ying
中科院分区:
文献类型:
--
作者:
Jin, Hua;Lu, Ying
Multiple alternative diagnostic tests for one disease are commonly available to clinicians. It is important to use all the good diagnostic predictors simultaneously to establish a new predictor with higher statistical utility. Under the generalized linear model for binary outcomes, the linear combination of multiple predictors in the link function is proved optimal in the sense that the area under the receiver operating characteristic (ROC) curve of this combination is the largest among all possible linear combinations. The result was applied to analysis of the data from the Study of Osteoporotic Fractures (SOF) in comparison with Su and Liu's approach. (C) 2009 Elsevier B.V. All rights reserved.