Two-way partial AUC and its properties
文献类型：期刊
作者：Yang, Hanfang[1]
机构：[1]Renmin Univ China, Sch Stat, Beijing, Peoples R China.;
[2]Princeton Univ, Dept Operat Res & Financial Engn, Princeton, NJ 08544 USA.;
[3]Purdue Univ, Dept Stat, W Lafayette, IN 47907 USA.;
[4]George Washington Univ, Dept Stat, Washington, DC 20052 USA.;
通讯作者：Yang, HF (reprint author), Renmin Univ China, Sch Stat, Beijing, Peoples R China.
期刊名称：STATISTICAL METHODS IN MEDICAL RESEARCH影响因子和分区
年：2019
卷：28
期：1
页码：184-195
收录情况：SCI(E)(WOS:000454598800012)
ISSN：0962-2802
关键词：ROC curve; true positive rate; false positive rate; discrimination capability; diagnostic test
所属部门：统计学院
摘要：Simultaneous control on true positive rate and false positive rate is of significant importance in the performance evaluation of diagnostic tests. Most of the established literature utilizes partial area under receiver operating characteristic (ROC) curve with restrictions only on false positive rate (FPR), called FPR pAUC, as a performance measure. However, its indirect control on true positive rate (TPR) is conceptually and practically misleading. In this paper, a novel and intuitive performan ...More
Simultaneous control on true positive rate and false positive rate is of significant importance in the performance evaluation of diagnostic tests. Most of the established literature utilizes partial area under receiver operating characteristic (ROC) curve with restrictions only on false positive rate (FPR), called FPR pAUC, as a performance measure. However, its indirect control on true positive rate (TPR) is conceptually and practically misleading. In this paper, a novel and intuitive performance measure, named as two-way pAUC, is proposed, which directly quantifies partial area under ROC curve with explicit restrictions on both TPR and FPR. To estimate two-way pAUC, we devise a nonparametric estimator. Based on the estimator, a bootstrap-assisted testing method for two-way pAUC comparison is established. Moreover, to evaluate possible covariate effects on two-way pAUC, a regression analysis framework is constructed. Asymptotic normalities of the methods are provided. Advantages of the proposed methods are illustrated by simulation and Wisconsin Breast Cancer Data. We encode the methods as a publicly available R package tpAUC. ...Hide
DOI：10.1177/0962280217718866
百度学术：Two-way partial AUC and its properties
语言：外文
被引频次：5
人气指数：2
浏览次数：2
基金：National Nature Science Foundation of ChinaNational Natural Science Foundation of China [11501567]; National Science Foundation (USA)National Science Foundation (NSF) [DMS-1612970]; National Natural Science Foundation of ChinaNational Natural Science Foundation of China [11371366]
作者其他论文
Evaluation of driving risk at different speeds.Gao, Guangyuan, Wathrich, Mario V., Yang, Hanfang,.INSURANCE MATHEMATICS & ECONOMICS. 2019, 88, 108-119.
Evaluation of driving risk at different speeds.Gao, Guangyuan, Wathrich, Mario V., Yang, Hanfang,.INSURANCE MATHEMATICS & ECONOMICS. 2019, 88, 108-119.
Smoothed empirical likelihood inference for the difference of two quantiles with right censoring.Yang, Hanfang;Yau, Crystal;Zhao, Yichuan.JOURNAL OF STATISTICAL PLANNING AND INFERENCE.2014,146,95-101.
Longitudinal covariate-adjusted response-adaptive randomized designs.Huang, Tao;Liu, Zhongqiang;Hu, Feifang.JOURNAL OF STATISTICAL PLANNING AND INFERENCE.2013,143(10),1816-1827.
Balancing continuous covariates based on Kernel densities.Ma, Zhenjun;Hu, Feifang.CONTEMPORARY CLINICAL TRIALS.2013,34(2),262-269.
