Confidence Intervals for the Area Under the Receiver Operating Characteristic Curve in the Presence of Ignorable Missing Data

Hunyong Cho, Gregory J Matthews, Ofer Harel

Research output: Contribution to journalArticlepeer-review

Abstract

Receiver operating characteristic curves are widely used as a measure of accuracy of diagnostic tests and can be summarised using the area under the receiver operating characteristic curve (AUC). Often, it is useful to construct a confidence interval for the AUC; however, because there are a number of different proposed methods to measure variance of the AUC, there are thus many different resulting methods for constructing these intervals. In this article, we compare different methods of constructing Wald-type confidence interval in the presence of missing data where the missingness mechanism is ignorable. We find that constructing confidence intervals using multiple imputation based on logistic regression gives the most robust coverage probability and the choice of confidence interval method is less important. However, when missingness rate is less severe (e.g. less than 70%), we recommend using Newcombe's Wald method for constructing confidence intervals along with multiple imputation using predictive mean matching.

Original languageAmerican English
JournalMathematics and Statistics: Faculty Publications and Other Works
Volume87
Issue number1
DOIs
StatePublished - Apr 1 2019

Keywords

  • ROC curve
  • AUC
  • Mann–Whitney statistic
  • confidence interval
  • multiple imputation
  • predictive mean matching
  • missing data
  • logistic regression

Disciplines

  • Mathematics
  • Statistics and Probability

Cite this