Comparison of bandwidth selection methods for kernel smoothing of ROC curves
Comparison of bandwidth selection methods for kernel smoothing of ROC curves
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DOI：
10.1002/sim.1156
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发表时间：
2002-07-30
影响因子：
2
通讯作者：
Harezlak, J
中科院分区：
文献类型：
--
作者：
Zhou, XH;Harezlak, J
在本文中，我们比较了四种非参数核平滑方法来估计基于连续尺度检验的ROC曲线。四种方法均能得到光滑的ROC曲线。这四种方法的不同之处在于它们选择带宽参数的方式。为了评估四种带宽选择方法的相对性能，我们使用不同的底层分布以及不同的样本量进行了模拟研究。我们的模拟研究结果表明，Altman和Leger最初提出的用于估计分布函数的核平滑方法是估计ROC曲线的最佳选择。我们用一个实际的例子来说明这些方法。版权所有:John Wiley Sons, Ltd。
in this paper we compared four non-parametric kernel smoothing methods for estimating an ROC curve based on a continuous-scale test. All four methods produced a smooth ROC curve of the test. The difference in these four methods lay with the way they chose their bandwidth parameters. To assess the relative performance of the four bandwidth selection methods, we conducted a simulation study using different underlying distributions, along with varied sample sizes. The results from our simulation study suggested that the kernel smoothing method originally proposed by Altman and Leger for estimation of the distribution function was the best choice for estimation of an ROC curve. We illustrated these methods with a real example. Copyright (C) 2002 John Wiley Sons, Ltd.