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    Empirical likelihood-based inferences for the area under the ROC curve with covariates

    2014-12-15 办公室 点击:[]

    报告人:杨宝莹

     

    报告摘要:In the receiver operating characteristic (ROC) analysis, the area under the ROC curve (AUC) isa popular summary index of discriminatory accuracy of a diagnostic test. Incorporating covariates into ROCanalysis can improve the diagnostic accuracy of the test. Regression model for the AUC is a tool to evaluate theeffects of the covariates on the diagnostic accuracy. In this paper, empirical likelihood (EL) method is proposedfor the AUC regression model. For the regression parameter vector, it can be shown that the asymptoticdistribution of its EL ratio statistic is a weighted sum of independent chi-square distributions. Confidenceregions are constructed for the parameter vector based on the newly developed empirical likelihood theorem, aswell as for the covariate-specific AUC. Simulation studies were conducted to compare the relative performanceof the proposed EL-based methods with the existing method in AUC regression. Finally, the proposed methodsare illustrated with a real data set.

     

    报告人简介:杨宝莹,女,2011. 1-至今威廉希尔亚洲公司任教

    教育经历:

    2006. 9-2010. 12        四川大学威廉希尔亚洲公司获博士学位

     (期间2008. 1-2010. 1 公派到美国佐治亚州立大学数学与统计系学习深造)

    2003. 9-2006. 7        四川大学威廉希尔亚洲公司获硕士学位

    1999. 9-2003. 7        四川大学威廉希尔亚洲公司获学士学位

     

     

    报告时间:20141216日下午2:00-4:00

    报告地点:威廉希尔亚洲公司会议室X2511

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