auc.nonpara.mw {auRoc}

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", "DL.corr",
                           "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); DL.corr is a method proposed in Perme and Manevski (2018); 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 then that from class N.

Author(s)

Dai Feng, Damjan Manevski, Maja Pohar Perme

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 (2017) 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 26(6) 2603-2621 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

Maja Pohar Perme and Damjan Manevski (2018) Confidence intervals for the Mann-Whitney test. Statistical Methods in Medical Research DOI: 10.1177/0962280218814556

Examples

  data(petBrainGlioma)
  y <- subset(petBrainGlioma, grade==1, select="FDG", drop=TRUE)
  x <- subset(petBrainGlioma, grade==2, select="FDG", drop=TRUE)
  auc.nonpara.mw(x, y)
  auc.nonpara.mw(x, y, method="delong")