On the exact interval estimation for the difference in paired areas under the ROC curves
Article first published online: 1 DEC 2006
Copyright © 2006 John Wiley & Sons, Ltd.
Statistics in Medicine
Volume 27, Issue 2, pages 224–242, 30 January 2008
How to Cite
Li, C.-R., Liao, C.-T. and Liu, J.-P. (2008), On the exact interval estimation for the difference in paired areas under the ROC curves. Statist. Med., 27: 224–242. doi: 10.1002/sim.2760
- Issue published online: 20 DEC 2007
- Article first published online: 1 DEC 2006
- Manuscript Accepted: 9 OCT 2006
- Manuscript Received: 23 MAR 2006
- generalized pivotal quantity;
- generalized confidence interval;
- non-parametric method;
- maximum likelihood method
An important measure for comparison of accuracy between two diagnostic procedures is the difference in paired areas under the receiver operating characteristic (ROC) curves. Non-parametric and maximum likelihood methods have been proposed for interval estimation for the difference in paired areas under ROC curves. However, these two methods are asymptotic procedures and their performance in finite sample sizes has not been thoroughly investigated. We propose to use the concept of generalized pivotal quantities (GPQs) to construct an exact confidence interval for the difference in paired areas under ROC curves. A simulation study is conducted to empirically investigate the probability coverage and expected length of the three methods for various combinations of sample sizes, values of the area under the ROC curve and correlations. Simulation results demonstrate that the exact confidence interval based on the concept of GPQs provides not only sufficient probability coverage but also reasonable expected length. Numerical examples using published data sets illustrate the proposed method. Copyright © 2006 John Wiley & Sons, Ltd.