{"title":"Smoothed empirical likelihood for the Youden index","authors":"Dongliang Wang , Lili Tian , Yichuan Zhao","doi":"10.1016/j.csda.2017.03.014","DOIUrl":null,"url":null,"abstract":"<div><p><span><span>For a continuous scale biomarker of binary disease status, the Youden index is a frequently used measurement of diagnostic accuracy in the context of the receiver operating characteristic curve and provides an optimal threshold for making diagnosis. The majority of existing inference methods for the Youden index are either </span>parametric<span><span> or bootstrap based. In the current paper, the </span>empirical likelihood method<span> for the Youden index is derived via defining novel smoothed estimating equations, and Wilks’ theorem for the empirical likelihood ratio statistic<span> is established. Extensive simulation studies suggest that the chi-square calibrated empirical likelihood interval estimators are robust to model assumptions, enjoy computational efficiency and perform better than the bootstrap procedure almost uniformly across a variety of scenarios in terms </span></span></span></span>of coverage probabilities.</p></div>","PeriodicalId":55225,"journal":{"name":"Computational Statistics & Data Analysis","volume":"115 ","pages":"Pages 1-10"},"PeriodicalIF":1.6000,"publicationDate":"2017-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.csda.2017.03.014","citationCount":"10","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Computational Statistics & Data Analysis","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0167947317300592","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 10
Abstract
For a continuous scale biomarker of binary disease status, the Youden index is a frequently used measurement of diagnostic accuracy in the context of the receiver operating characteristic curve and provides an optimal threshold for making diagnosis. The majority of existing inference methods for the Youden index are either parametric or bootstrap based. In the current paper, the empirical likelihood method for the Youden index is derived via defining novel smoothed estimating equations, and Wilks’ theorem for the empirical likelihood ratio statistic is established. Extensive simulation studies suggest that the chi-square calibrated empirical likelihood interval estimators are robust to model assumptions, enjoy computational efficiency and perform better than the bootstrap procedure almost uniformly across a variety of scenarios in terms of coverage probabilities.
期刊介绍：
Computational Statistics and Data Analysis (CSDA), an Official Publication of the network Computational and Methodological Statistics (CMStatistics) and of the International Association for Statistical Computing (IASC), is an international journal dedicated to the dissemination of methodological research and applications in the areas of computational statistics and data analysis. The journal consists of four refereed sections which are divided into the following subject areas:
I) Computational Statistics - Manuscripts dealing with: 1) the explicit impact of computers on statistical methodology (e.g., Bayesian computing, bioinformatics,computer graphics, computer intensive inferential methods, data exploration, data mining, expert systems, heuristics, knowledge based systems, machine learning, neural networks, numerical and optimization methods, parallel computing, statistical databases, statistical systems), and 2) the development, evaluation and validation of statistical software and algorithms. Software and algorithms can be submitted with manuscripts and will be stored together with the online article.
II) Statistical Methodology for Data Analysis - Manuscripts dealing with novel and original data analytical strategies and methodologies applied in biostatistics (design and analytic methods for clinical trials, epidemiological studies, statistical genetics, or genetic/environmental interactions), chemometrics, classification, data exploration, density estimation, design of experiments, environmetrics, education, image analysis, marketing, model free data exploration, pattern recognition, psychometrics, statistical physics, image processing, robust procedures.
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III) Special Applications - [...]
IV) Annals of Statistical Data Science [...]
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