Nonparametric covariate adjustment for receiver operating characteristic curves

Fang Yao, Radu V. Craiu, Benjamin Reiser

Research output: Contribution to journalArticlepeer-review


The accuracy of a diagnostic test is typically characterized using the receiver operating characteristic (ROC) curve. Summarizing indexes such as the area under the ROC curve (AUC) are used to compare different tests as well as to measure the difference between two populations. Often additional information is available on some of the covariates which are known to influence the accuracy of such measures. The authors propose nonparametric methods for covariate adjustment of the AUC. Models with normal errors and possibly non-normal errors are discussed and analyzed separately. Nonparametric regression is used for estimating mean and variance functions in both scenarios. In the model that relaxes the assumption of normality, the authors propose a covariate-adjusted Mann-Whitney estimator for AUC estimation which effectively uses available data to construct working samples at any covariate value of interest and is computationally efficient for implementation. This provides a generalization of the Mann-Whitney approach for comparing two populations by taking covariate effects into account. The authors derive asymptotic properties for the AUC estimators in both settings, including asymptotic normality, optimal strong uniform convergence rates and mean squared error (MSE) consistency. The MSE of the AUC estimators was also assessed in smaller samples by simulation. Data from an agricultural study were used to illustrate the methods of analysis.

Original languageEnglish
Pages (from-to)27-46
Number of pages20
JournalCanadian Journal of Statistics
Issue number1
StatePublished - Mar 2010


  • Area under curve
  • Asymptotics
  • Covariate adjustment
  • Mann-whitney
  • Nonparametric
  • Smoothing
  • Uniform convergence

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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