Model selection based on FDR-thresholding optimizing the area under the ROC-curve

DOI10.2202/1544-6115.1462MaRDI QIDQ2864088zbMATH OpenOpenAlexWikidataFDO

Authors Alexandra C. Graf, Peter Bauer

Publication date 5 December 2013

Published in Statistical Applications in Genetics and Molecular Biology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1544-6115.1462

zbMATH Keywords

cross validationFDRROC-curvevariable selection

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(5)

• Variable selection in ROC regression
• Prediction-based structured variable selection through the receiver operating characteristic curves
• Factors effecting the model performance measures area under the ROC curve, net reclassification improvement and integrated discrimination improvement
• Positive False Discovery Rate Estimate in Step-Wise Variable Selection
• Scaling of True and Apparent ROC AUC with Number of Observations and Number of Variables

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