Empirical Likelihood-Based Confidence Interval of ROC Curves

Abstract

In this article we propose an empirical likelihood-based confidence interval for receiver operating characteristic curves which are based on a continuous-scale test. The approach is easily understood, simply implemented, and computationally efficient. The results from our simulation studies indicate that the finite-sample numerical performance slightly outperforms the most promising methods published recently. Two real datasets are analyzed by using the proposed method and the existing bootstrap-based method.

Keywords: :

• Bahadur’s representation
• Bootstrap
• Quantile
• Sensitivity
• Specificity