Empirical Likelihood Inference for the Area under the ROC Curve
نویسندگان
چکیده
منابع مشابه
Empirical likelihood inference for the area under the ROC curve.
For a continuous-scale diagnostic test, the most commonly used summary index of the receiver operating characteristic curve (ROC) is the area under the curve (AUC) that measures the accuracy of the diagnostic test. In this article, we propose an empirical likelihood (EL) approach for the inference on the AUC. First we define an EL ratio for the AUC and show that its limiting distribution is a s...
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We study generalization properties of the area under the ROC curve (AUC), a quantity that has been advocated as an evaluation criterion for the bipartite ranking problem. The AUC is a different term than the error rate used for evaluation in classification problems; consequently, existing generalization bounds for the classification error rate cannot be used to draw conclusions about the AUC. I...
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In many applications, good ranking is a highly desirable performance for a classifier. The criterion commonly used to measure the ranking quality of a classification algorithm is the area under the ROC curve (AUC). To report it properly, it is crucial to determine an interval of confidence for its value. This paper provides confidence intervals for the AUC based on a statistical and combinatori...
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ژورنال
عنوان ژورنال: Biometrics
سال: 2005
ISSN: 0006-341X
DOI: 10.1111/j.1541-0420.2005.00453.x