Nonparametric Methodology for the Time-Dependent Partial Area under the ROC Curve
Hung Hung, Chin-Tsang Chiang

TL;DR
This paper introduces nonparametric estimators for the time-dependent partial AUC of ROC curves, providing a practical tool for evaluating biomarkers over time with confidence intervals, demonstrated through AIDS clinical trial data.
Contribution
It proposes a novel nonparametric method for estimating the time-dependent pAUC without trapezoidal approximation, including asymptotic properties and variance estimation.
Findings
Estimators have closed-form expressions and are easily computed.
Simulation studies show good finite-sample performance.
Application to AIDS data demonstrates practical utility.
Abstract
To assess the classification accuracy of a continuous diagnostic result, the receiver operating characteristic (ROC) curve is commonly used in applications. The partial area under the ROC curve (pAUC) is one of widely accepted summary measures due to its generality and ease of probability interpretation. In the field of life science, a direct extension of the pAUC into the time-to-event setting can be used to measure the usefulness of a biomarker for disease detection over time. Without using a trapezoidal rule, we propose nonparametric estimators, which are easily computed and have closed-form expressions, for the time-dependent pAUC. The asymptotic Gaussian processes of the estimators are established and the estimated variance-covariance functions are provided, which are essential in the construction of confidence intervals. The finite sample performance of the proposed inference…
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Taxonomy
TopicsBayesian Methods and Mixture Models · Statistical Methods and Inference · Statistical Methods and Bayesian Inference
