Statistica Sinica 27 (2017), 357-371
Abstract: The receiver operating characteristic (ROC) curve is a well-known measure of the performance of a classification method. Interest may only pertain to a specific region of the curve and, in this case, the partial area under the ROC curve (pAUC) provides a useful summary measure. Related measures such as the ordinal dominance curve (ODC) and the partial area under the ODC (pODC) are frequently of interest as well. Based on a novel estimator of pAUC proposed by Wang and Chang (2011), we develop nonparametric approaches to the pAUC and pODC using normal approximation, the jackknife and the jackknife empirical likelihood. A simulation study demonstrates the flaws of the existing method and shows proposed methods perform well. Simulations also substantiate the consistency of our jackknife variance estimator. The Pancreatic Cancer Serum Biomarker data set is used to illustrate the proposed methods.
Key words and phrases: Jackknife empirical likelihood, normal approximation, partial AUC.