Using ANOVA/random-effects variance estimates to compute a two-sampleU-statistic of order (1,1) estimate of variance
| Autor: | Frank W. Samuelson, Brandon D. Gallas, Lucas Tcheuko |
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| Rok vydání: | 2015 |
| Předmět: |
Statistics and Probability
02 engineering and technology Random effects model U-statistic Law of total variance 030218 nuclear medicine & medical imaging Algebraic formula for the variance One-way analysis of variance 03 medical and health sciences Delta method 0302 clinical medicine Statistics 0202 electrical engineering electronic engineering information engineering 020201 artificial intelligence & image processing Analysis of variance Variance-based sensitivity analysis Mathematics |
| Zdroj: | Journal of Statistical Theory and Practice. 10:87-99 |
| ISSN: | 1559-8616 1559-8608 |
| DOI: | 10.1080/15598608.2015.1077759 |
| Popis: | The classical empirical, area under the receiver operating characteristic (ROC) curve (AUC) is a two-sample U-statistic of order (1,1). Its variance can be written out as a sum of three tractable covariances. It is then possible to consider each of these covariances as U-statistics themselves and follow the U-statistics formalism to derive their unbiased estimates. Over the years, alternative methods have been proposed to estimate the variance of AUC. For example, Delong et al. have proposed a straightforward estimate that has attractive asymptotic properties. At small sample sizes, however, the DeLong method will be biased. In the early stage of investigation, researchers don’t always have enough data; therefore, those asymptotic variance estimates such as DeLong’s can be unreliable. In this article we propose a two-way random effects analysis of variance (ANOVA) method to compute an unbiased variance estimate of a two-sample U-statistic of order (1,1) in general, and of the AUC in particular. We... |
| Databáze: | OpenAIRE |
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