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Empirical Likelihood Confidence Intervals for ROC Curves with Missing Data

An, Yueheng
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Abstract

The receiver operating characteristic, or the ROC curve, is widely utilized to evaluate the diagnostic performance of a test, in other words, the accuracy of a test to discriminate normal cases from diseased cases. In the biomedical studies, we often meet with missing data, which the regular inference procedures cannot be applied to directly. In this thesis, the random hot deck imputation is used to obtain a 'complete' sample. Then empirical likelihood (EL) confidence intervals are constructed for ROC curves. The empirical log-likelihood ratio statistic is derived whose asymptotic distribution isproved to be a weighted chi-square distribution. The results of simulation study show that the EL confidence intervals perform well in terms of the coverage probability and the average length for various sample sizes and response rates.

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Date
2011-04-25
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Research Projects
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Keywords
Confidence interval, Smoothed empirical likelihood, Right censored data, ROC curves
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