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Abstract Details
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Activity Number:
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359
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Type:
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Contributed
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Date/Time:
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Tuesday, August 2, 2011 : 10:30 AM to 12:20 PM
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Sponsor:
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Biometrics Section
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| Abstract - #302548 |
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Title:
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A Modified Pseudo Maximum Likelihood Estimate for ROC Curve of a Generalized Odds-Rate Model
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Author(s):
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Huining Kang*+ and Edward Bedrick
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Companies:
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University of New Mexico and University of New Mexico
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Address:
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HSC DOIM, MSC10 5550, Albuquerque, NM, 87131-0001,
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Keywords:
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ROC curve ;
Proportional odds-rate model ;
Pseudo maximum likelihood estimator
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Abstract:
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Previously we proposed a new functional form for the receiver operating characteristic (ROC) curve derived from the generalized proportional odds-rate (GPO) model and a pseudo maximum likelihood estimator (PMLE) for it. In this presentation we propose a modified pseudo maximum likelihood estimator (MPMLE) and provide the asymptotic distribution theory and procedure for using it to make statistical inference for the parameters of GPO ROC curves. The validity of the asymptotic distribution for making inference in finite sample is verified by simulation studies. We also compared the relative efficiencies of the two estimators. As a result, MPMLE has superior efficiency over PMLE. Finally we note that the two estimators can be used to estimate the ROC curve with an arbitrary parametric form.
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