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Jackknife empirical likelihood for the difference of two volumes under ROC surfaces

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  • Yueheng An

    (Georgia State University)

  • Yichuan Zhao

    (Georgia State University)

Abstract

The volume under a surface (VUS) is an effective measure for evaluating the discriminating power of a diagnostic test with three ordinal diagnostic groups. In this paper, we investigate the difference of two correlated VUS’s to compare two treatments for discrimination of three-class classification data. A jackknife empirical likelihood (JEL) procedure is employed to avoid the variance estimation in the existing methods. We prove that the limiting distribution of the empirical log-likelihood ratio statistic follows a $$\chi ^2$$ χ 2 distribution. Extensive numerical studies show that the JEL confidence intervals outperform those based on the normal approximation method. The proposed method is also applied to the Alzheimer’s disease data.

Suggested Citation

  • Yueheng An & Yichuan Zhao, 2018. "Jackknife empirical likelihood for the difference of two volumes under ROC surfaces," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(4), pages 789-806, August.
    • Handle: RePEc:spr:aistmt:v:70:y:2018:i:4:d:10.1007_s10463-017-0631-z
    DOI: 10.1007/s10463-017-0631-z
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    References listed on IDEAS

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    1. Jing, Bing-Yi & Yuan, Junqing & Zhou, Wang, 2009. "Jackknife Empirical Likelihood," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1224-1232.
    2. Yang, Hanfang & Zhao, Yichuan, 2013. "Smoothed jackknife empirical likelihood inference for the difference of ROC curves," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 270-284.
    3. Wan, Shuwen, 2012. "An empirical likelihood confidence interval for the volume under ROC surface," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1463-1467.
    4. Gong, Yun & Peng, Liang & Qi, Yongcheng, 2010. "Smoothed jackknife empirical likelihood method for ROC curve," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1520-1531, July.
    5. Yang, Hanfang & Zhao, Yichuan, 2015. "Smoothed jackknife empirical likelihood inference for ROC curves with missing data," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 123-138.
    6. Liang Peng & Yongcheng Qi, 2010. "Smoothed jackknife empirical likelihood method for tail copulas," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(3), pages 514-536, November.
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