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Activity Number: 135 - Novel Non/Semiparametric Developments for Risk Perception with Censored and/or Missing Data
Type: Invited
Date/Time: Monday, July 31, 2017 : 10:30 AM to 12:20 PM
Sponsor: Section on Risk Analysis
Abstract #321874
Title: A Nonparametric Approach for Partial Areas Under ROC Curves
Author(s): Hanfang Yang and Kun Lu and Yichuan Zhao*
Companies: Renmin Univeristy of China and Princeton University and Georgia State University
Keywords: Jackknife ; Empirical likelihood

The receiver operating characteristic (ROC) curve is a well-known measure of the performance of a classification method. Interest may only pertain to a specific region of the curve and, in this case, the partial area under the ROC curve (pAUC) provides a useful summary measure. Related measures such as the ordinal dominance curve (ODC) and the partial area under the ODC (pODC) are frequently of interest as well. Based on a novel estimator of pAUC proposed by Wang and Chang (2011), we develop nonparametric approaches to the pAUC and pODC using normal approximation, the jackknife and the jackknife empirical likelihood. A simulation study demonstrates the flaws of the existing method and shows proposed methods perform well. Simulations also substantiate the consistency of our jackknife variance estimator. The Pancreatic Cancer Serum Biomarker data set is used to illustrate the proposed methods.

Authors who are presenting talks have a * after their name.

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