Facultade de Fisioterapia

Smooth time-dependent receiver operating characteristic curve estimators

Martínez Camblor, Pablo; Pardo Fernández, Juan Carlos
Abstract:
The receiver operating characteristic curve is a popular graphical method often used to study the diagnostic capacity of continuous (bio)markers. When the considered outcome is a time-dependent variable, two main extensions have been proposed: the cumulative/dynamic receiver operating characteristic curve and the incident/dynamic receiver operating characteristic curve. In both cases, the main problem for developing appropriate estimators is the estimation of the joint distribution of the variables time-to-event and marker. As usual, different approximations lead to different estimators. In this article, the authors explore the use of a bivariate kernel density estimator which accounts for censored observations in the sample and produces smooth estimators of the time-dependent receiver operating characteristic curves. The performance of the resulting cumulative/dynamic and incident/dynamic receiver operating characteristic curves is studied by means of Monte Carlo simulations. Additionally, the influence of the choice of the required smoothing parameters is explored. Finally, two real-applications are considered. An R package is also provided as a complement to this article.
Year:
2018
Type of Publication:
Article
Keywords:
Censoring; discrimination; kernel density estimator; receiver operating characteristic curve; sensitivity; specificity
Journal:
Statistical Methods in Medical Research
Volume:
27
Number:
3
Pages:
651-674
Month:
March
Note:
Q1 17/123 h-index 2,284 (JCR2017)
Comments:
This article received financial support from grants MTM2014-55966-P of Spanish Ministerio de Economía y Competitividad (both authors) and FC-15-GRUPIN14-101 of Gobiernu d'Asturies (P Martínez-Camblor)
DOI:
10.1177/0962280217740786
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