• The Korean Journal of Applied Statistics
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• v.35 no.1
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• pp.35-47
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• 2022

The receiver operating characteristic (ROC) curve was developed to quantify the classification ability of marker values (covariates) on the response variable and has been extended to survival data with diverse missing data structure. When survival data is understood as binary data (status of being alive or dead) at each time point, the ROC curve expressed at every time point results in time-dependent ROC curve and time-dependent area under curve (AUC). In particular, a follow-up study brings the change of cohort and incomplete data structures such as censoring and competing risk. In this paper, we review time-dependent ROC estimators under several contexts and perform simulation to check the performance of each estimators. We analyzed a dementia dataset to compare the prognostic power of markers.

• Communications for Statistical Applications and Methods
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• v.26 no.2
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• pp.205-216
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• 2019

Diagnostic tests in medical fields detect or diagnose a disease with results measured by continuous or discrete ordinal data. The performance of a diagnostic test is summarized using the receiver operating characteristic (ROC) curve and the area under the curve (AUC). The diagnostic test is considered clinically useful if the outcomes in actually-positive cases are higher than actually-negative cases and the ROC curve is concave. In this study, we apply the stochastic ordering method in a Bayesian hierarchical model to estimate the proper ROC curve and AUC when the diagnostic test results are measured in discrete ordinal data. We compare the conventional binormal model and binormal model under stochastic ordering. The simulation results and real data analysis for breast cancer indicate that the binormal model under stochastic ordering can be used to estimate the proper ROC curve with a small bias even though the sample sizes were small or the sample size of actually-negative cases varied from actually-positive cases. Therefore, it is appropriate to consider the binormal model under stochastic ordering in the presence of large differences for a sample size between actually-negative and actually-positive groups.

• The Korean Journal of Applied Statistics
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• v.33 no.5
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• pp.541-553
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• 2020

The receiver operating characteristic (ROC) curve is expressed as both sensitivity and specificity; in addition, some optimal thresholds using the ROC curve are also represented with both sensitivity and specificity. In addition to the sensitivity and specificity, the expected usefulness function is considered as disease prevalence and usefulness. In particular, partial the area under the ROC curve (AUC) on a certain range should be compared when the AUCs of the crossing ROC curves have similar values. In this study, partial AUCs representing high sensitivity and specificity are proposed by using sensitivity and specificity lines, respectively. Assume various distribution functions with ROC curves that are crossing and AUCs that have the same value. We propose a method to improve the discriminant power of the classification models while comparing the partial AUCs obtained using sensitivity and specificity lines.

• Journal of Veterinary Clinics
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• v.33 no.2
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• pp.97-101
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• 2016

In the field of clinical medicine, diagnostic accuracy studies refer to the degree of agreement between the index test and the reference standard for the discriminatory ability to identify a target disorder of interest in a patient. The receiver operating characteristic (ROC) curve offers a graphical display the trade-off between sensitivity and specificity at each cutoff for a diagnostic test and is useful in assigning the best cutoff for clinical use. In this end, the ROC curve analysis is a useful tool for estimating and comparing the accuracy of competing diagnostic tests. This paper reviews briefly the measures of diagnostic accuracy such as sensitivity, specificity, and area under the ROC curve (AUC) that is a summary measure for diagnostic accuracy across the spectrum of test results. In addition, the methods of creating an ROC curve in single diagnostic test with five-category discrete scale for disease classification from healthy individuals, meaningful interpretation of the AUC, and the applications of ROC methodology in clinical medicine to determine the optimal cutoff values have been discussed using a hypothetical example as an illustration.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.5 no.3
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• pp.263-267
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• 2005

Building classifiers for financial real-world classification problems is often plagued by severely overlapping and highly skewed class distribution. New performance measures such as receiver operating characteristic (ROC) curve and area under ROC curve (AUC) have been recently introduced in evaluating and building classifiers for those kind of problems. They are, however, in-effective to evaluation of classifier's discrimination performance in a particular class of the classification problems that interests lie in only a local operating range of the classifier, In this paper, a new method is proposed that enables us to directly improve classifier's discrimination performance at a desired local operating range by defining and optimizing a partial area under ROC curve or domain-specific curve, which is difficult to achieve with conventional classification accuracy based learning methods. The effectiveness of the proposed approach is demonstrated in terms of fraud detection capability in a real-world fraud detection problem compared with the MSE-based approach.

• Communications for Statistical Applications and Methods
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• v.29 no.5
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• pp.533-545
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• 2022

Collection of data on several variables, especially in the field of medicine, results in the problem of measurement errors. The presence of such measurement errors may influence the outcomes or estimates of the parameter in the model. In classification scenario, the presence of measurement errors will affect the intrinsic cum summary measures of Receiver Operating Characteristic (ROC) curve. In the context of ROC curve, only a few researchers have attempted to study the problem of measurement errors in estimating the area under their respective ROC curves in the framework of univariate setup. In this paper, we work on the estimation of area under the multivariate ROC curve in the presence of measurement errors. The proposed work is supported with a real dataset and simulation studies. Results show that the proposed bias-corrected estimator helps in correcting the AUC with minimum bias and minimum mean square error.

• Communications for Statistical Applications and Methods
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• v.17 no.2
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• pp.275-292
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• 2010

Receiver operating characteristic(ROC) curves can be used to assess the accuracy of tests measured on ordinal or continuous scales. The most commonly used measure for the overall diagnostic accuracy of diagnostic tests is the area under the ROC curve(AUC). When two ROC curves are constructed based on two tests performed on the same individuals, statistical analysis on differences between AUCs must take into account the correlated nature of the data. This article focuses on confidence interval estimation of the difference between paired AUCs. We compare nonparametric, maximum likelihood, bootstrap and generalized pivotal quantity methods, and conduct a monte carlo simulation to investigate the probability coverage and expected length of the four methods.

• Journal of Korean Academy of Nursing
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• v.33 no.2
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• pp.162-169
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• 2003

Purpose: This study was to compare the predictive validity of Norton Scale(1962), Cubbin & Jackson Scale(1991), and Song & Choi Scale(1991). Method: Data were collected three times per week from 48~72hours after admission based on the four pressure sore risk assessment scales and a skin assessment tool for pressure sore on 112 intensive care unit(ICU) patients in a educational hospital Ulsan during Dec, 11, 2000 to Feb, 10, 2001. Four indices of validity and area under the curve(AUC) of receiver operating characteristic(ROC) were calculated. Result: Based on the cut off point presented by the developer, sensitivity, specificity, positive predictive value, negative predictive value were as follows : Norton Scale : 97%, 18%, 35%, 93% respectively; Cubbin & Jackson Scale : 89%, 61%, 51%, 92%, respectively; and Song & Choi Scale : 100%, 18%, 36%, 100% respectively. Area under the curves(AUC) of receiver operating characteristic(ROC) were Norton Scale .737, Cubbin & Jackson Scale .826, Song & Choi Scale .683. Conclusion: The Cubbin & Jackson Scale was found to be the most valid pressure sore risk assessment tool. Further studies on patients with chronic conditions may be helpful to validate this finding.

• Analytical Science and Technology
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• v.34 no.2
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• pp.78-86
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• 2021

The objective of this study was to investigate urinary cut-off concentrations of quetiapine and risperidone for distinction between normal and abnormal/non-takers who were being placed on probation. Liquid chromatography-tandem mass spectrometric (LC-MS/MS) method was employed for determination of antipsychotic drugs in urine from mentally disordered probationers. The optimal cut-off values of antipsychotic drugs were calculated using receiver operating characteristic (ROC) curve analysis. The sensitivity and specificity of the method for the detection of antipsychotic drugs in urine were subsequently evaluated. The area under the ROC curve (AUC) was 0.927 for norquetiapine and 0.791 for 9-hydroxyrisperidone, respectively. These antipsychotic drugs are classified readily in the ROC curve analysis. The cut-off values for distinguishing regular and irregular/non-takers were 39.1 ng/mL for norquetiapine and 67.9 ng/mL for 9-hydroxyrisperidone, respectively. The results of this study suggest the cut-off values of quetiapine and risperidone were highly useful to distinguish regular takers from irregular/non-takers.

• Communications for Statistical Applications and Methods
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• v.16 no.6
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• pp.1005-1012
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• 2009

The area under the curve(AUC) is commonly used as a measure of the receiver operating characteristic(ROC) curve which displays the performance of a set of binary classifiers for all feasible ratios of the costs associated with true positive rate(TPR) and false positive rate(FPR). In the bipartite ranking problem where one has to compare two different observations and decide which one is "better", the AUC measures the quantity that ranking score of a randomly chosen sample in one class is larger than that of a randomly chosen sample in the other class and hence, the function which maximizes an AUC of bipartite ranking problem is different to the function which maximizes (minimizes) accuracy (misclassification error rate) of binary classification problem. In this paper, we develop a way to construct the unified framework for AUC maximizer including support vector machines based on maximizing large margin and logistic regression based on estimating posterior probability. Moreover, we develop an efficient algorithm for the proposed unified framework. Numerical results show that the propose unified framework can treat various methodologies successfully.