Comparison of bandwidth selection methods for kernel smoothing of ROC curves

Xiao Hua Zhou, Jaroslaw Harezlak

Research output: Contribution to journalArticle

35 Scopus citations

Abstract

In this paper we compared four non-parametric kernel smoothing methods for estimating an ROC curve based on a continuous-scale test. All four methods produced a smooth ROC curve of the test. The difference in these four methods lay with the way they chose their bandwidth parameters. To assess the relative performance of the four bandwidth selection methods, we conducted a simulation study using different underlying distributions, along with varied sample sizes. The results from our simulation study suggested that the kernel smoothing method originally proposed by Altman and Léger for estimation of the distribution function was the best choice for estimation of an ROC curve. We illustrated these methods with a real example.

Original languageEnglish (US)
Pages (from-to)2045-2055
Number of pages11
JournalStatistics in Medicine
Volume21
Issue number14
DOIs
StatePublished - Jul 30 2002

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Keywords

  • Bandwidth selection
  • Continuous-scale test
  • Empirical ROC curve
  • Kernel smoothing

ASJC Scopus subject areas

  • Epidemiology

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