Bayesian bootstrap estimation of ROC curve.


Journal Article

Receiver operating characteristic (ROC) curve is widely applied in measuring discriminatory ability of diagnostic or prognostic tests. This makes the ROC analysis one of the most active research areas in medical statistics. Many parametric and semiparametric estimation methods have been proposed for estimating the ROC curve and its functionals. In this paper, we propose the Bayesian bootstrap (BB), a fully nonparametric estimation method, for the ROC curve and its functionals, such as the area under the curve (AUC). The BB method offers a bandwidth-free smoothing approach to the empirical estimate, and gives credible bounds. The accuracy of the estimate of the ROC curve in the simulation studies is examined by the integrated absolute error. In comparison with other existing curve estimation methods, the BB method performs well in terms of accuracy, robustness and simplicity. We also propose a procedure based on the BB approach to test the binormality assumption.

Full Text

Cited Authors

  • Gu, J; Ghosal, S; Roy, A

Published Date

  • November 2008

Published In

Volume / Issue

  • 27 / 26

Start / End Page

  • 5407 - 5420

PubMed ID

  • 18613217

Pubmed Central ID

  • 18613217

Electronic International Standard Serial Number (EISSN)

  • 1097-0258

International Standard Serial Number (ISSN)

  • 0277-6715

Digital Object Identifier (DOI)

  • 10.1002/sim.3366


  • eng