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Air Force Institute of Technology

Correlation

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Full-Text Articles in Numerical Analysis and Computation

Statistical Inference To Evaluate And Compare The Performance Of Correlated Multi-State Classification Systems, Beau A. Nunnally Aug 2018

Statistical Inference To Evaluate And Compare The Performance Of Correlated Multi-State Classification Systems, Beau A. Nunnally

Theses and Dissertations

The current emphasis on including correlation when comparing diagnostic test performance is quite important, however, there are cases in which correlation effects may be negligible with respect to inference. This proposed work examines the impact of including correlation between classification systems with continuous features by comparing the optimal performance of two diagnostic tests with multiple outcomes as well as providing inference for a sequence of tests. We define the optimal point using Bayes Cost, a metric that sums the weighted misclassifications within a diagnostic test using a cost/benefit structure. Through simulation, we quantify the impact of correlation on standard errors …