Campbell G
Biometry and Field Studies Branch, National Institute of Neurological Disorders and Stroke, Bethesda, MD 20892.
Stat Med. 1994;13(5-7):499-508. doi: 10.1002/sim.4780130513.
The ROC plot is a useful tool in the evaluation of the performance of medical tests for separating two populations. For a two-state decision rule based on such a test, the ROC plot is the graph of all observed (1-specificity, sensitivity) pairs. Each point on this empirical plot can be represented by a 2 x 2 contingency table. The non-parametric statistics of Mann-Whitney and Kolmogorov-Smirnov can be immediately identified on this plot. Local non-parametric confidence interval procedures related to the theoretical ROC curve are briefly reviewed. For continuous data, two new simultaneous confidence regions associated with the ROC curve are presented, one based on Kolmogorov-Smirnov confidence bands for distribution functions and the other based on bootstrapping. Two different tests on the same patients can be compared on the ROC scale. For continuous data, one important problem concerns the comparison of two ROC plots (as would arise from two correlated diagnostic tests on each patient) using a sup norm (this metric can detect differences that the ROC area cannot). The distribution of a statistic based on this norm is studied, using the bootstrap. A biomedical example illustrates the methodologies.
ROC曲线是评估医学检验区分两个人群性能的有用工具。对于基于此类检验的二分类决策规则,ROC曲线是所有观察到的(1-特异性,敏感性)对的图形。此经验曲线上的每个点都可以用一个2×2列联表表示。在此图上可以立即识别出曼-惠特尼和柯尔莫哥洛夫-斯米尔诺夫的非参数统计量。简要回顾了与理论ROC曲线相关的局部非参数置信区间程序。对于连续数据,提出了与ROC曲线相关的两个新的同时置信区域,一个基于分布函数的柯尔莫哥洛夫-斯米尔诺夫置信带,另一个基于自助法。可以在ROC尺度上比较对同一患者进行的两种不同检验。对于连续数据,一个重要问题涉及使用上确界范数比较两个ROC曲线(如每个患者进行的两次相关诊断检验所产生的那样)(此度量可以检测ROC面积无法检测到的差异)。使用自助法研究基于此范数的统计量的分布。一个生物医学实例说明了这些方法。