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Joint inference about sensitivity and specificity at the optimal cut-off point associated with Youden index
Yin, Jingjing; Tian, Lili - In: Computational Statistics & Data Analysis 77 (2014) C, pp. 1-13
In diagnostic studies, both sensitivity and specificity depend on cut-off point and they are well-known measures for …-off point associated with Youden index depends on both diseased and healthy samples, henceforth, sensitivity and specificity at … confidence region of sensitivity and specificity at the cut-off point determined by the Youden index. A real data set is analyzed …
Persistent link: https://www.econbiz.de/10010871381
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Accuracy of MSI Testing in Predicting Germline Mutations of MSH2 and MLH1: A Case Study in Bayesian Meta-Analysis of Diagnostic Tests Without a Gold Standard
Chen, Sining; Watson, Patrice; Parmigiani, Giovanni - Berkeley Electronic Press - 2004
sensitivity and specificity of MSI for detecting germline mutations of mismatch repair genes is critical in genetic counseling and …. In particular we estimate the sensitivity of MSI for detecting mutations of MSH2 and MLH1 to be 0.78 (0 …
Persistent link: https://www.econbiz.de/10005459211
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Accommodating covariates in receiver operating characteristic analysis
Janes, Holly; Longton, Gary; Pepe, Margaret S. - In: Stata Journal 9 (2009) 1, pp. 17-39
, cases and controls, and is com- monly summarized by using the receiver operating characteristic (ROC) curve. In studies of … classification accuracy, there are often covariates that should be incorporated into the ROC analysis. We describe three ways of … adjustment. For factors that affect discrimination (i.e., the ROC curve), we describe methods for modeling the ROC curve as a …
Persistent link: https://www.econbiz.de/10005450150
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The diagnostic accuracy of a composite index increases as the number of partitions of the components increases and when specific weights are assigned to each component
Kourlaba, Georgia; Panagiotakos, Demosthenes - In: Journal of Applied Statistics 37 (2010) 4, pp. 537-554
to compare the sensitivity, specificity and area under the ROC curve (AUC) of indices constructed using equal number of …, specificity and AUC of an index increase as the number of partitions of components increases. However, the rate that the … regression model for each component was proposed as potential weight. The current simulation results showed that the sensitivity …
Persistent link: https://www.econbiz.de/10008503026
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Binary isotonic regression procedures, with application to cancer biomarkers
Ghosh, Debashis; Banerjee, Moulinath; Biswas, Pinaki - Berkeley Electronic Press - 2004
. Methods for estimating the receiver operating characteristic (ROC) curve are also described. The finite-sample properties of …
Persistent link: https://www.econbiz.de/10005178485
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A Marginal Model Approach for Analysis of Multi-reader Multi-test Receiver Operating Characteristic (ROC) Data
Song, Xiao; Zhou, Xiao-Hua - Berkeley Electronic Press - 2004
The receiver operating characteristic (ROC) curve is a popular tool to characterize the capabilities of diagnostic …
Persistent link: https://www.econbiz.de/10005751055
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Credit Risk Management
Fantazzini, Dean - In: Applied Econometrics 12 (2008) 4, pp. 84-137
The journal continues publishing the consultation of Professor Dean Fantazzini. In this issue econometric analysis of financial data in risk management is discussed. Basic concepts of credit risk management in the context of recent Basel-II agreement recommendations are introduced....
Persistent link: https://www.econbiz.de/10009018561
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Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
Lang, Michael; Cremers, Heinz; Hentze, Rainald - Frankfurt School of Finance and Management - 2010
Credit risk measurement and management become more important in all financial institutions in the light of the current financial crisis and the global recession. This particularly applies to most of the complex structured financing forms whose risk cannot be quantified with com-mon rating...
Persistent link: https://www.econbiz.de/10008556000
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Assessing mean and median filters in multiple testing for large-scale imaging data
Zhang, Chunming - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 1, pp. 51-71
A new multiple testing procedure, called the FDR<Subscript> L </Subscript> procedure, was proposed by Zhang et al. (Ann Stat 39:613–642, <CitationRef CitationID="CR12">2011</CitationRef>) for detecting the presence of spatial signals for large-scale 2D and 3D imaging data. In contrast to the conventional multiple testing procedure, the FDR<Subscript> L </Subscript> procedure...</subscript></citationref></subscript>
Persistent link: https://www.econbiz.de/10010994312
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The linear combinations of biomarkers which maximize the partial area under the ROC curves
Hsu, Man-Jen; Hsueh, Huey-Miin - In: Computational Statistics 28 (2013) 2, pp. 647-666
operating characteristic (ROC) curve, when the joint normality of biomarkers is assumed. However, in many investigations, the … emphases are placed only on a limited extent of clinical relevancy, instead of the whole ROC curve. The goal of this study is … to find the linear combination that maximizes the partial area under a ROC curve (pAUC) for a pre-specified range. In …
Persistent link: https://www.econbiz.de/10010998476