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Full-Text Articles in Statistical Models
Combining Predictors For Classification Using The Area Under The Roc Curve, Margaret S. Pepe, Tianxi Cai, Zheng Zhang, Gary M. Longton
Combining Predictors For Classification Using The Area Under The Roc Curve, Margaret S. Pepe, Tianxi Cai, Zheng Zhang, Gary M. Longton
UW Biostatistics Working Paper Series
No single biomarker for cancer is considered adequately sensitive and specific for cancer screening. It is expected that the results of multiple markers will need to be combined in order to yield adequately accurate classification. Typically the objective function that is optimized for combining markers is the likelihood function. In this paper we consider an alternative objective function -- the area under the empirical receiver operating characteristic curve (AUC). We note that it yields consistent estimates of parameters in a generalized linear model for the risk score but does not require specifying the link function. Like logistic regression it yields …