Sequential estimate of partial area under ROC curve with beta-protection and optimal ratio of cases to controls
學年 99
學期 2
出版（發表）日期 2011-05-08
作品名稱 Sequential estimate of partial area under ROC curve with beta-protection and optimal ratio of cases to controls
作品名稱（其他語言）
著者 Chen, Shih-Chia; Wang, Charlotte; Chang, Yuan-chin I.
單位
出版者
著錄名稱、卷期、頁數 Journal of Statistical Planning and Inference 141(10), pp.3356-3366
摘要 Due to new technologies, potential variables are collected in a more efficient manner than before. Thus, how to sift effective variable from an abundance of newly discovered markers is an important issue. To this end, an adaptive sequential method is proposed for estimating the diagnostic power based on the partial area under the receiving operating characteristic curve of variables. However, the estimating accuracy of these performance criteria are usually affected by the sample sizes of two groups, say case and control. Thus, we need to decide which group to sample from as that in a two-armed bandit problem. Sequential confidence interval estimation methods are used to control the accuracy of the estimates. Both two-sided fixed-width and one-sided β‐protected confidence intervals are considered. The proposed methods are proved to be optimal, since they not only guarantee the accuracy of the performance estimates, but also maintain the ratio of cases to controls converging to their corresponding optima in terms of minimization of the variance of the estimate. When the availabilities of two classes are imbalanced or the costs of sampling them are seriously unequal, our method can include suchlike information as a part of its criteria.
關鍵字 Receiving operating characteristic curve;Area under curve;Partial area under curve;Stopping rule;β‐protection
語言 en
ISSN 0378-3758;1873-1171
期刊性質 國外
收錄於 SCI
產學合作
通訊作者 Chen, Shih-Chia;Chang, Yuan-chin I.
審稿制度 是
國別 NLD
公開徵稿
出版型式 ,電子版,紙本
相關連結

機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/108198 )