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Full-Text Articles in Physical Sciences and Mathematics
Empirical Likelihood Inference For The Area Under The Roc Curve, Gengsheng Qin, Xiao-Hua Zhou
Empirical Likelihood Inference For The Area Under The Roc Curve, Gengsheng Qin, Xiao-Hua Zhou
UW Biostatistics Working Paper Series
For a continuous-scale diagnostic test, the most commonly used summary index of the receiver operating characteristic (ROC) curve is the area under the curve (AUC) that measures the accuracy of the diagnostic test. In this paper we propose an empirical likelihood approach for the inference of AUC. We first define an empirical likelihood ratio for AUC and show that its limiting distribution is a scaled chi-square distribution. We then obtain an empirical likelihood based confidence interval for AUC using the scaled chi-square distribution. This empirical likelihood inference for AUC can be extended to stratified samples and the resulting limiting distribution …
Inferences In Censored Cost Regression Models With Empirical Likelihood, Xiao-Hua Zhou, Gengsheng Qin, Huazhen Lin, Gang Li
Inferences In Censored Cost Regression Models With Empirical Likelihood, Xiao-Hua Zhou, Gengsheng Qin, Huazhen Lin, Gang Li
UW Biostatistics Working Paper Series
In many studies of health economics, we are interested in the expected total cost over a certain period for a patient with given characteristics. Problems can arise if cost estimation models do not account for distributional aspects of costs. Two such problems are 1) the skewed nature of the data and 2) censored observations. In this paper we propose an empirical likelihood (EL) method for constructing a confidence region for the vector of regression parameters and a confidence interval for the expected total cost of a patient with the given covariates. We show that this new method has good theoretical …