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An empirical likelihood confidence interval for the volume under ROC surface


  • Wan, Shuwen


ROC surface analysis was recently developed as an extension of ROC curve analysis to accommodate tests with three outcomes. The volume under ROC surface (VUS) is the most commonly used summary measure of the diagnostic accuracy of a test. In this paper, we develop an empirical likelihood approach for the inference on VUS. First we define an empirical likelihood ratio for VUS and show that its limiting distribution is a scaled chi-square distribution. We then obtain an empirical likelihood confidence interval for VUS. A small simulation study as well as analysis of a real example is also presented in this paper.

Suggested Citation

  • Wan, Shuwen, 2012. "An empirical likelihood confidence interval for the volume under ROC surface," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1463-1467.
  • Handle: RePEc:eee:stapro:v:82:y:2012:i:7:p:1463-1467 DOI: 10.1016/j.spl.2012.04.007

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    References listed on IDEAS

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    Cited by:

    1. Wan, Shuwen & Zhang, Biao, 2015. "Using proportional odds models for semiparametric ROC surface estimation," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 74-79.

    More about this item


    Empirical likelihood; ROC curve; ROC surface; VUS;


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