Estimating the Area under the ROC Curve with Modified Profile Likelihoods

Receiver operating characteristic (ROC) curves are a frequent tool to study the discriminating ability of a certain characteristic. The area under the ROC curve (AUC) is a widely used measure of statistical accuracy of continuous markers for diagnostic tests, and has the advantage of providing a single summary index of overall performance of the test. Recent studies have shown some critical issues related to traditional point and interval estimates for the AUC, especially for small samples, more complex models, unbalanced samples or values near the boundary of the parameter space, i.e., when the AUC approaches the values 0.5 or 1.Parametric models for the AUC have shown to be powerful when the underlying distributional assumptions are not misspecified. However, in the above circumstances parametric inference may be not accurate, sometimes yielding misleading conclusions. The objective of the paper is to propose an alternative inferential approach based on modified profile likelihoods, which provides more accurate statistical results in any parametric settings, including the above circumstances. The proposed method is illustrated for the binormal model, but can potentially be used in any other complex model and for any other parametric distribution. We report simulation studies to show the improved performance of the proposed approach, when compared to classical first-order likelihood theory. An application to real-life data in a small sample setting is also discussed, to provide practical guidelines.

Lehmann Family of ROC Curves

Receiver operating characteristic (ROC) curves evaluate the discriminatory power of a continuous marker to predict a binary outcome. The most popular parametric model for an ROC curve is the binormal model, which assumes that the marker, after a monotone transformation, is normally distributed conditional on the outcome. Here, the authors present an alternative to the binormal model based on the Lehmann family, also known as the proportional hazards specification. The resulting ROC curve and its functionals (such as the area under the curve and the sensitivity at a given level of specificity) have simple analytic forms. Closed-form expressions for the functional estimates and their corresponding asymptotic variances are derived. This family accommodates the comparison of multiple markers, covariate adjustments, and clustered data through a regression formulation. Evaluation of the underlying assumptions, model fitting, and model selection can be performed using any off-the-shelf proportional hazards statistical software package.