Nonparametric and Semiparametric Estimation of the Three Way Receiver Operating Characteristic Surface

In many situations the diagnostic decision is not limited to a binary choice. Binary statistical tools such as receiver operating characteristic (ROC) curve and area under the ROC curve (AUC) need to be expanded to address three-category classification problem. Previous authors have suggest various ways to model the extension of AUC but not the ROC surface. Only simple parametric approaches are proposed for modeling the ROC measure under the assumption that test results all follow normal distributions. We study the estimation methods of three dimensional ROC surfaces with nonparametric and semiparametric estimators. Asymptotical results are provided as a basis for statistical inference. Simulation studies are performed to assess the validity of our proposed methods in finite samples. We consider an Alzheimer’s disease example from a clinical study in the U.S. as an illustration. The nonparametric and semiparametric modelling approaches for the three way ROC analysis can be readily generalized to diagnostic problems with more than three classes. ∗Corresponding author: 6 Science Drive 2, Singapore 117546. Email: [email protected]. 1 Hosted by The Berkeley Electronic Press