Construction of joint confidence regions for the optimal true class fractions of Receiver Operating Characteristic (ROC) surfaces and manifolds

Leonidas E. Bantis, Christos T. Nakas, Benjamin Reiser, Daniel Myall, John C. Dalrymple-Alford

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The three-class approach is used for progressive disorders when clinicians and researchers want to diagnose or classify subjects as members of one of three ordered categories based on a continuous diagnostic marker. The decision thresholds or optimal cut-off points required for this classification are often chosen to maximize the generalized Youden index (Nakas et al.Stat Med 2013; 32: 995-1003). The effectiveness of these chosen cut-off points can be evaluated by estimating their corresponding true class fractions and their associated confidence regions. Recently, in the two-class case, parametric and non-parametric methods were investigated for the construction of confidence regions for the pair of the Youden-index-based optimal sensitivity and specificity fractions that can take into account the correlation introduced between sensitivity and specificity when the optimal cut-off point is estimated from the data (Bantis et al.Biomet 2014; 70: 212-223). A parametric approach based on the Box-Cox transformation to normality often works well while for markers having more complex distributions a non-parametric procedure using logspline density estimation can be used instead. The true class fractions that correspond to the optimal cut-off points estimated by the generalized Youden index are correlated similarly to the two-class case. In this article, we generalize these methods to the three-and to the general k-class case which involves the classification of subjects into three or more ordered categories, where ROC surface or ROC manifold methodology, respectively, is typically employed for the evaluation of the discriminatory capacity of a diagnostic marker. We obtain three-and multi-dimensional joint confidence regions for the optimal true class fractions. We illustrate this with an application to the Trail Making Test Part A that has been used to characterize cognitive impairment in patients with Parkinson's disease.

Original languageEnglish
Pages (from-to)1429-1442
Number of pages14
JournalStatistical Methods in Medical Research
Issue number3
StatePublished - 1 Jun 2017

Bibliographical note

Publisher Copyright:
© 2015 The Author(s).


  • ROC analysis
  • Trail Making Test
  • delta method
  • generalized Youden index
  • true class fractions

ASJC Scopus subject areas

  • Health Information Management
  • Epidemiology
  • Statistics and Probability

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