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Stat Med. 2008 Nov 10;27(25):5271-90. doi: 10.1002/sim.3349.

Semi-parametric maximum likelihood estimates for ROC curves of continuous-scale tests.

Author information

  • 1HSR&D Center of Excellence, VA Puget Sound Health Care System, Seattle, WA 98108, USA. azhou@u.washington.edu

Abstract

In this paper, we propose a new semi-parametric maximum likelihood (ML) estimate of a receiver operating characteristic (ROC) curve that satisfies the property of invariance of the ROC curve and is easy to compute. We show that our new estimator is sqrt[n]-consistent and has an asymptotically normal distribution. Our extensive simulation studies show that the proposed method is efficient and robust. Finally, we illustrate the application of the proposed estimator in a real data set.

Copyright 2008 John Wiley & Sons, Ltd.

PMID:
18613272
[PubMed - indexed for MEDLINE]
PMCID:
PMC2662369
Free PMC Article

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