Statistics Seminar - Yichuan Zhao

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  • Date/Time:
    • Thursday April 21, 2016 - Friday April 22, 2016
      12:00 pm - 11:59 am
  • Location: Executive Classroom Main 228
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Summary Sentence: Statistics Seminar - Yichuan Zhao

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TITLE: Smoothed Jackknife Empirical Likelihood Inference for the Difference of ROC  Curves 


For the comparison of two diagnostic markers at a flexible specificity, people apply the difference of two correlated receiver operating characteristic (ROC) curves to identify the diagnostic test with stronger discriminant ability. In this paper, we employ jackknife empirical likelihood (JEL) method to construct confidence intervals for the difference of two correlated continuous-scale ROC curves. Using the jackknife pseudo-sample, we can avoid estimating several nuisance variables which have to be estimated in existing methods. We prove that the smoothed jackknife empirical log likelihood ratio is asymptotically chi-squared distribution. Furthermore, the simulation studies in terms of coverage probability and average length of confidence intervals show the good performance in small samples with a moderate computational cost. A real data set is used to illustrated our method.  

This  is  joint  work    with  Dr.  Hanfang   Yang

Additional Information

In Campus Calendar

School of Industrial and Systems Engineering (ISYE)

Invited Audience
Undergraduate students, Faculty/Staff, Graduate students
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  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Apr 21, 2016 - 4:12am
  • Last Updated: Apr 13, 2017 - 5:15pm