Nonparametric methodology for the time-dependent partial area under the ROC curve

DOI10.1016/J.JSPI.2011.06.025zbMATH Open1235.62134arXiv1103.1963OpenAlexW2963699681MaRDI QIDQ719481FDOQ719481

Authors: Hung Hung, Chin-Tsang Chiang 

Publication date: 10 October 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: To assess the classification accuracy of a continuous diagnostic result, the receiver operating characteristic (ROC) curve is commonly used in applications. The partial area under the ROC curve (pAUC) is one of widely accepted summary measures due to its generality and ease of probability interpretation. In the field of life science, a direct extension of the pAUC into the time-to-event setting can be used to measure the usefulness of a biomarker for disease detection over time. Without using a trapezoidal rule, we propose nonparametric estimators, which are easily computed and have closed-form expressions, for the time-dependent pAUC. The asymptotic Gaussian processes of the estimators are established and the estimated variance-covariance functions are provided, which are essential in the construction of confidence intervals. The finite sample performance of the proposed inference procedures are investigated through a series of simulations. Our method is further applied to evaluate the classification ability of CD4 cell counts on patient's survival time in the AIDS Clinical Trials Group (ACTG) 175 study. In addition, the inferences can be generalized to compare the time-dependent pAUCs between patients received the prior antiretroviral therapy and those without it.

Full work available at URL: https://arxiv.org/abs/1103.1963

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zbMATH Keywords

AUCGaussian processbandwidthnonparametric estimatorpAUCsurvival timecensoring timeFPRKaplan--Meier estimatormarker-dependent censoringTPR

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Medical applications (general) (92C50) Nonparametric tolerance and confidence regions (62G15)

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Cited In (8)

• A new way for ranking functional data with applications in diagnostic test
• Estimation methods for time-dependent AUC models with survival data
• Title not available (Why is that?)
• Random weighting and Edgeworth expansion for the nonparametric time-dependent AUC estimator
• Non-parametric estimation for time-dependent AUC
• Regression analysis for the partial area under the ROC curve
• Time-Dependent AUC with Right-Censored Data: A Survey
• Review and comparison of ROC curve estimators for a time‐dependent outcome with marker‐dependent censoring

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