• 응용통계연구
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• 제35권1호
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• pp.35-47
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• 2022

Receiver operating characteristic (ROC) 곡선은 이항 반응 자료에 대한 마커의 분류 예측력을 측정하기 위해 널리 적용되어왔으며 최근에는 생존 분석에서도 매우 중요한 역할을 하고 있다. 여러 가지 유형의 중도 절단과 원인 불명 등 다양한 종류의 결측 자료를 포함한 생존 자료 분석에서 마커의 사건 발생 여부에 대한 예측력을 판단하기 위해 기존의 통계량을 확장하였다. 생존 분석 자료는 각 시점에서의 사건 발생 여부로 이해할 수 있으며, 따라서 시점마다 ROC 곡선과 AUC를 구할 수 있다. 본 논문에서는 우중도 절단과 경쟁 위험 모형하에서 사용되는 다양한 방법론과 관련 R 패키지를 소개하고 각 방법의 특성을 설명하고 비교하였으며 이를 검토하기 위해 간단한 모의실험을 시행하였다. 또한, 프랑스에서 수집된 치매 자료의 마커 분석을 시행하였다.

• Communications for Statistical Applications and Methods
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• 제26권2호
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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.

• 응용통계연구
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• 제33권5호
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• pp.541-553
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• 2020

Receiver operating characteristic (ROC) 곡선은 민감도와 특이도로 표현되며, ROC 곡선을 이용하는 최적분류점도 민감도와 특이도만을 반영하지만, 본 연구에서는 질병률과 효용을 추가하여 고려하는 기대효용함수를 연구한다. 특히 교차하는 ROC 곡선들의 area under the ROC curve (AUC) 값들이 유사한 경우에 특정한 부분의 부분 AUC를 비교해야 한다. 본 연구에서는 정의된 민감도 직선과 특이도 직선을 바탕으로 각각 높은 민감도와 특이도를 나타내는 부분 AUC를 제안한다. ROC 곡선들이 교차하고 동일한 AUC 값을 갖는 다양한 분포함수를 설정하여, 민감도 직선과 특이도 직선을 이용하여 구한 부분 AUC를 비교하면서 모형의 판별력을 향상시키는 방법을 제안한다.

• 한국임상수의학회지
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• 제33권2호
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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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• 제5권3호
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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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• 제29권5호
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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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• 제17권2호
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• pp.275-292
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• 2010

동일 환자에게 적용된 2가지 진단검사의 정확성을 비교하기 위한 방법들 중에서 두개의 ROC곡선 아래 면적(AUC; Area Under Curve)의 차이는 주요한 잣대 중 하나이다. 본 연구에서는 AUC의 차이를 추정하는 방법으로 비모수적방법, 최대가능도법, 일반화추축량에 의한 방법, 붓스트랩방법의 4가지를 포함확률(coverage probability), 기대길이 (expected length) 측면에서 모의실험을 통하여 비교하였다.

• 대한간호학회지
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• 제33권2호
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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.

• 분석과학
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• 제34권2호
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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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• 제16권6호
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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.