Confidence intervals and bands for the binormal ROC curve revisited
Two types of confidence intervals (CIs) and confidence bands (CBs) for the receiver operating characteristic (ROC) curve are studied: pointwise CIs and simultaneous CBs. An optimized version of the pointwise CI with the shortest width is developed. A new ellipse-envelope simultaneous CB for the ROC curve is suggested as an adaptation of the Working--Hotelling-type CB implemented in a paper by Ma and Hall (1993). Statistical simulations show that our ellipse-envelope CB covers the true ROC curve with a probability close to nominal while the coverage probability of the Ma and Hall CB is significantly smaller. Simulations also show that our CI for the area under the ROC curve is close to nominal while the coverage probability of the CI suggested by Hanley and McNail (1982) uniformly overestimates the nominal value. Two examples illustrate our simultaneous ROC bands: radiation dose estimation from time to vomiting and discrimination of breast cancer from benign abnormalities using electrical impedance measurements.
Volume (Year): 39 (2012)
Issue (Month): 1 (March)
|Contact details of provider:|| Web page: http://www.tandfonline.com/CJAS20|
|Order Information:||Web: http://www.tandfonline.com/pricing/journal/CJAS20|
When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:39:y:2012:i:1:p:67-79. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.