auc.nonpara.mw {CalibrationCurves}

AUC Based on the Mann-Whitney Statistic

Description

Obtain the point estimate and the confidence interval of the AUC by various methods based on the Mann-Whitney statistic.

Usage

   auc.nonpara.mw(x, y, conf.level=0.95,
                  method=c("newcombe", "pepe", "delong",
                           "jackknife", "bootstrapP", "bootstrapBCa"),
                  nboot)

Arguments

x

a vector of observations from class P.

y

a vector of observations from class N.

conf.level

confidence level of the interval. The default is 0.95.

method

a method used to construct the CI. newcombe is the method recommended in Newcombe (2006); pepe is the method proposed in Pepe (2003); delong is the method proposed in Delong et al. (1988); jackknife uses the jackknife method; bootstrapP uses the bootstrap with percentile CI; bootstrapBCa uses bootstrap with bias-corrected and accelerated CI. The default is newcombe. It can be abbreviated.

nboot

number of bootstrap iterations.

Details

The function implements various methods based on the Mann-Whitney statistic.

Value

Point estimate and lower and upper bounds of the CI of the AUC.

Note

The observations from class P tend to have larger values than that from class N.

This help-file is a copy of the original help-file of the function auc.nonpara.mw from the auRoc-package. It is important to note that, when using method="pepe", the confidence interval is computed as documented in Qin and Hotilovac (2008) and that this is different from the original function.

References

Elizabeth R Delong, David M Delong, and Daniel L Clarke-Pearson (1988) Comparing the areas under two or more correlated receiver operating characteristic curves: a nonparametric approach. Biometrics 44 837-845

Dai Feng, Giuliana Cortese, and Richard Baumgartner (2015) A comparison of confidence/credible interval methods for the area under the ROC curve for continuous diagnostic tests with small sample size. Statistical Methods in Medical Research DOI: 10.1177/0962280215602040

Robert G Newcombe (2006) Confidence intervals for an effect size measure based on the Mann-Whitney statistic. Part 2: asymptotic methods and evaluation. Statistics in medicine 25(4) 559-573

Margaret Sullivan Pepe (2003) The statistical evaluation of medical tests for classification and prediction. Oxford University Press

Qin, G., & Hotilovac, L. (2008). Comparison of non-parametric confidence intervals for the area under the ROC curve of a continuous-scale diagnostic test. Statistical Methods in Medical Research, 17(2), pp. 207-21