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ROC curves in non-parametric location-scale regression models

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ROC curves in non-parametric location-scale regression models

González Manteiga, Wenceslao; Pardo Fernández, Juan Carlos; Keilegom, Ingrid van
 
DATE : 2011-03
UNIVERSAL IDENTIFIER : http://hdl.handle.net/11093/1024
UNESCO SUBJECT : 12 Matemáticas
DOCUMENT TYPE : article

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 curve and study its asymptotic properties. We also present some simulations and an illustration to a data set concerning diagnosis of diabetes.

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