2011
DOI: 10.1111/j.1467-9469.2010.00693.x
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ROC Curves in Non‐Parametric Location‐Scale Regression Models

Abstract: The receiver operating characteristic (ROC) curve is a tool of extensive use to analyse the discrimination capability of a diagnostic variable in medical studies. In certain situations, the presence of a covariate related to the diagnostic variable can increase the discriminating power of the ROC curve. In this article, we model the effect of the covariate over the diagnostic variable by means of non-parametric location-scale regression models. We propose a new non-parametric estimator of the conditional ROC c… Show more

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Cited by 34 publications
(22 citation statements)
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“…A common parametric approach to data analysis assumes that data from the D and trueD populations vary according to separate normal distributions. As a safeguard against model misspecification and to permit robustness from the sharp constraints of parametric models (e.g., the normal‐normal model) that can fail to accommodate increasingly complex distributions of data from modern medical tests, many contemporary methods for estimating test accuracy are based on flexible statistical models that use nonparametric or semiparametric structures, (e.g., Erkanli et al, ; Wang et al, ; Branscum et al, ; Hanson et al, ; Gonzalez‐Manteiga et al, ; Inácio et al, ; Inácio de Carvalho et al, ; Rodríguez and Martínez, ; Zhao et al, ). We develop a nonparametric Bayesian regression modeling framework that allows for data‐driven flexibility from the confines of parametric models by using dependent Dirichlet process (DDP) mixtures to estimate the covariate‐specific Youden index of a medical test and the covariate‐specific optimal threshold to screen individuals in practice.…”
Section: Introductionmentioning
confidence: 99%
“…A common parametric approach to data analysis assumes that data from the D and trueD populations vary according to separate normal distributions. As a safeguard against model misspecification and to permit robustness from the sharp constraints of parametric models (e.g., the normal‐normal model) that can fail to accommodate increasingly complex distributions of data from modern medical tests, many contemporary methods for estimating test accuracy are based on flexible statistical models that use nonparametric or semiparametric structures, (e.g., Erkanli et al, ; Wang et al, ; Branscum et al, ; Hanson et al, ; Gonzalez‐Manteiga et al, ; Inácio et al, ; Inácio de Carvalho et al, ; Rodríguez and Martínez, ; Zhao et al, ). We develop a nonparametric Bayesian regression modeling framework that allows for data‐driven flexibility from the confines of parametric models by using dependent Dirichlet process (DDP) mixtures to estimate the covariate‐specific Youden index of a medical test and the covariate‐specific optimal threshold to screen individuals in practice.…”
Section: Introductionmentioning
confidence: 99%
“…Regarding the use of ROC curves, it should be taken into account that the classifiers that best discriminate between categories of state variables are those for which the curve is furthest away from the diagonal; this distance is indicated by the value of the “AUC” most different to 0.5. By representing the curves corresponding to the different classifying variables on the same graph, we can compare their efficacy and choose the variables with the most predictive power to obtain a correct classification (González‐Manteiga, Pardo‐Fernández & Van Keilegom, 2010).…”
Section: Resultsmentioning
confidence: 99%
“…Many of these models have been programmed in the suite of R functions, DP Package: Bayesian Nonparametric Modeling in R, which can be found at http://cran.r-project.org/web/packages/DPpackage/index.html. Nonparametric frequentist methods for gold-standard ROC analysis using location-scale models are also available [64]. * contain a first column of all ones to accommodate intercepts.…”
Section: Discussionmentioning
confidence: 99%