Rationale and Objectives
A basic assumption for a meaningful diagnostic decision variable is that there is a monotone relationship between the decision variable and the likelihood of disease. This relationship, however, generally does not hold for the binormal model. As a result, ROC-curve estimation based on the binormal model produces improper ROC curves that are not concave over the entire domain and cross the chance line. Although in practice the “improperness” is typically not noticeable, there are situations where the improperness is evident. Presently, standard statistical software does not provide diagnostics for assessing the magnitude of the improperness.
Materials and Methods
We show how the mean-to-sigma ratio can be a useful, easy-to-understand and easy-to-use measure for assessing the magnitude of the improperness of a binormal ROC curve by showing how it is related to the chance-line crossing. We suggest an improperness criterion based on the mean-to-sigma ratio.
Using a real-data example we illustrate how the mean-to-sigma ratio can be used to assess the improperness of binormal ROC curves, compare the binormal method with an alternative proper method, and describe uncertainty in a fitted ROC curve with respect to improperness.
By providing a quantitative and easily computable improperness measure, the mean-to-sigma ratio provides an easy way to identify improper binormal ROC curves and facilitates comparison of analysis strategies according to improperness categories in simulation and real-data studies.
receiver operating characteristic (ROC) curve; diagnostic radiology; mean-to-sigma ratio; binormal model; proper ROC model
Rationale and Objectives
Estimation of ROC curves and their associated indices from experimental data can be problematic, especially in multi-reader, multi-case (MRMC) observer studies. Wilcoxon estimates of area under the curve (AUC) can be strongly biased with categorical data, whereas the conventional binormal ROC curve-fitting model may produce unrealistic fits. The “proper” binormal model (PBM) was introduced by Metz and Pan (1) to provide acceptable fits for both sturdy and problematic datasets, but other investigators found that its first software implementation was numerically unstable in some situations (2). Therefore, we created an entirely new algorithm to implement the PBM.
Materials and Methods
This paper describes in detail the new PBM curve-fitting algorithm, which was designed to perform successfully in all problematic situations encountered previously. Extensive testing was conducted also on a broad variety of simulated and real datasets. Windows, Linux, and Apple Macintosh OS X versions of the algorithm are available online at http://xray.bsd.uchicago.edu/krl/.
Plots of fitted curves as well as summaries of AUC estimates and their standard errors are reported. The new algorithm never failed to converge and produced good fits for all of the several million datasets on which it was tested. For all but the most problematic datasets, the algorithm also produced very good estimates of AUC standard error. The AUC estimates compared well with Wilcoxon estimates for continuously -distributed data and are expected to be superior for categorical data.
This implementation of the PBM is reliable in a wide variety of ROC curve-fitting tasks.
Receiver operating characteristic (ROC) analysis; receiver operating characteristic (ROC) curves; proper binormal model; maximum likelihood estimation (MLE); multi-reader; multi-case (MRMC) analysis
Rationale and Objectives
Semiparametric methods provide smooth and continuous receiver operating characteristic (ROC) curve fits to ordinal test results and require only that the data follow some unknown monotonic transformation of the model's assumed distributions. The quantitative relationship between cutoff settings or individual test-result values on the data scale and points on the estimated ROC curve is lost in this procedure, however. To recover that relationship in a principled way, we propose a new algorithm for “proper” ROC curves and illustrate it by use of the proper binormal model.
Materials and Methods
Several authors have proposed the use of multinomial distributions to fit semiparametric ROC curves by maximum-likelihood estimation. The resulting approach requires nuisance parameters that specify interval probabilities associated with the data, which are used subsequently as a basis for estimating values of the curve parameters of primary interest. In the method described here, we employ those “nuisance” parameters to recover the relationship between any ordinal test-result scale and true-positive fraction, false-positive fraction, and likelihood ratio. Computer simulations based on the proper binormal model were used to evaluate our approach in estimating those relationships and to assess the coverage of its confidence intervals for realistically sized datasets.
In our simulations, the method reliably estimated simple relationships between test-result values and the several ROC quantities.
The proposed approach provides an effective and reliable semiparametric method with which to estimate the relationship between cutoff settings or individual test-result values and corresponding points on the ROC curve.
Receiver operating characteristic (ROC) analysis; proper binormal model; likelihood ratio; test-result scale; maximum likelihood estimation (MLE)
High-throughput studies have been extensively conducted in the research of complex human diseases. As a representative example, consider gene-expression studies where thousands of genes are profiled at the same time. An important objective of such studies is to rank the diagnostic accuracy of biomarkers (e.g. gene expressions) for predicting outcome variables while properly adjusting for confounding effects from low-dimensional clinical risk factors and environmental exposures. Existing approaches are often fully based on parametric or semi-parametric models and target evaluating estimation significance as opposed to diagnostic accuracy. Receiver operating characteristic (ROC) approaches can be employed to tackle this problem. However, existing ROC ranking methods focus on biomarkers only and ignore effects of confounders. In this article, we propose a model-based approach which ranks the diagnostic accuracy of biomarkers using ROC measures with a proper adjustment of confounding effects. To this end, three different methods for constructing the underlying regression models are investigated. Simulation study shows that the proposed methods can accurately identify biomarkers with additional diagnostic power beyond confounders. Analysis of two cancer gene-expression studies demonstrates that adjusting for confounders can lead to substantially different rankings of genes.
ranking biomarkers; ROC; confounders; high-throughput data
Receiver operating characteristic (ROC) curve, plotting true positive rates against false positive rates as threshold varies, is an important tool for evaluating biomarkers in diagnostic medicine studies. By definition, ROC curve is monotone increasing from 0 to 1 and is invariant to any monotone transformation of test results. And it is often a curve with certain level of smoothness when test results from the diseased and non-diseased subjects follow continuous distributions. Most existing ROC curve estimation methods do not guarantee all of these properties. One of the exceptions is Du and Tang (2009) which applies certain monotone spline regression procedure to empirical ROC estimates. However, their method does not consider the inherent correlations between empirical ROC estimates. This makes the derivation of the asymptotic properties very difficult. In this paper we propose a penalized weighted least square estimation method, which incorporates the covariance between empirical ROC estimates as a weight matrix. The resulting estimator satisfies all the aforementioned properties, and we show that it is also consistent. Then a resampling approach is used to extend our method for comparisons of two or more diagnostic tests. Our simulations show a significantly improved performance over the existing method, especially for steep ROC curves. We then apply the proposed method to a cancer diagnostic study that compares several newly developed diagnostic biomarkers to a traditional one.
ROC curve; Smoothing spline; Bootstrap
The area under the ROC curve (AUC) and partial area under the ROC curve (pAUC) are summary measures used to assess the accuracy of a biomarker in discriminating true disease status. The standard sampling approach used in biomarker validation studies is often inefficient and costly, especially when ascertaining the true disease status is costly and invasive. To improve efficiency and reduce the cost of biomarker validation studies, we consider a test-result-dependent sampling (TDS) scheme, in which subject selection for determining the disease state is dependent on the result of a biomarker assay. We first estimate the test-result distribution using data arising from the TDS design. With the estimated empirical test-result distribution, we propose consistent nonparametric estimators for AUC and pAUC and establish the asymptotic properties of the proposed estimators. Simulation studies show that the proposed estimators have good finite sample properties and that the TDS design yields more efficient AUC and pAUC estimates than a simple random sampling (SRS) design. A data example based on an ongoing cancer clinical trial is provided to illustrate the TDS design and the proposed estimators. This work can find broad applications in design and analysis of biomarker validation studies.
Area under ROC curve (AUC); Empirical likelihood; Nonparametric; Partial area under ROC curve (pAUC); Simple random sampling; Test-result-dependent sampling
Two different approaches to analysis of data from diagnostic biomarker studies are commonly employed. Logistic regression is used to fit models for probability of disease given marker values while ROC curves and risk distributions are used to evaluate classification performance. In this paper we present a method that simultaneously accomplishes both tasks. The key step is to standardize markers relative to the non-diseased population before including them in the logistic regression model. Among the advantages of this method are: (i) ensuring that results from regression and performance assessments are consistent with each other; (ii) allowing covariate adjustment and covariate effects on ROC curves to be handled in a familiar way, and (iii) providing a mechanism to incorporate important assumptions about structure in the ROC curve into the fitted risk model. We develop the method in detail for the problem of combining biomarker datasets derived from multiple studies, populations or biomarker measurement platforms, when ROC curves are similar across data sources. The methods are applicable to both cohort and case-control sampling designs. The dataset motivating this application concerns Prostate Cancer Antigen 3 (PCA3) for diagnosis of prostate cancer in patients with or without previous negative biopsy where the ROC curves for PCA3 are found to be the same in the two populations. Estimated constrained maximum likelihood and empirical likelihood estimators are derived. The estimators are compared in simulation studies and the methods are illustrated with the PCA3 dataset.
constrained likelihood; empirical likelihood; logistic regression; predictiveness curve; ROC curve
This paper considers receiver operating characteristic (ROC) analysis for bivariate marker measurements. The research interest is to extend tools and rules from univariate marker to bivariate marker setting for evaluating predictive accuracy of markers using a tree-based classification rule. Using an and-or classifier, an ROC function together with a weighted ROC function (WROC) and their conjugate counterparts are proposed for examining the performance of bivariate markers. The proposed functions evaluate the performance of and-or classifiers among all possible combinations of marker values, and are ideal measures for understanding the predictability of biomarkers in target population. Specific features of ROC and WROC functions and other related statistics are discussed in comparison with those familiar properties for univariate marker. Nonparametric methods are developed for estimating ROC-related functions, (partial) area under curve and concordance probability. With emphasis on average performance of markers, the proposed procedures and inferential results are useful for evaluating marker predictability based on a single or bivariate marker (or test) measurements with different choices of markers, and for evaluating different and-or combinations in classifiers. The inferential results developed in this paper also extend to multivariate markers with a sequence of arbitrarily combined and-or classifier.
Concordance probability; Prediction accuracy; Tree-based classification; U-statistics
Rational and Objectives
Receiver operating characteristic analysis (ROC) is often used to find the optimal combination of biomarkers. When the subject level covariates affect the magnitude and/or accuracy of the biomarkers, the combination rule should take into account of the covariate adjustment. The authors propose two new biomarker combination methods that make use of the covariate information.
Materials and Methods
The first method is to maximize the area under covariate-adjusted ROC curve (AAUC). To overcome the limitations of the AAUC measure, the authors further proposed the area under covariate standardized ROC curve (SAUC), which is an extension of the covariate-specific ROC curve. With a series of simulation studies, the proposed optimal AAUC and SAUC methods are compared with the optimal AUC method that ignores the covariates. The biomarker combination methods are illustrated by an example from Alzheimer's disease research.
The simulation results indicate that the optimal AAUC combination performs well in the current study population. The optimal SAUC method is flexible to choose any reference populations, and allows the results to be generalized to different populations.
The proposed optimal AAUC and SAUC approaches successfully address the covariate adjustment problem in estimating the optimal marker combination. The optimal SAUC method is preferred for practical use, because the biomarker combination rule can be easily evaluated for different population of interest.
Biomarker combination; covariate adjustment; AUC; covariate standardization
Hepatocellular carcinoma (HCC) is one of the most common malignant tumors occurring mainly in patients with chronic liver disease. Detection of early HCC is critically important for treatment of these patients.
We employed a proteomic profiling approach to identify potential biomarker for early HCC detection. Based on Barcelona Clinic Liver Cancer (BCLC) staging classification, 15 early HCC and 25 late HCC tissue samples from post-operative HCC patients and their clinicopathological data were used for the discovery of biomarkers specific for the detection of early HCC. Differential proteins among cirrhotic, early, and late tissue samples were separated by two-dimensional gel electrophoresis (2-DE) and subsequently identified by mass spectrometry (MS). Receiver operating characteristic (ROC) curves analysis were performed to find potential biomarkers associated with early HCC. Diagnosis performance of the biomarker was obtained from diagnosis test.
Protein spot SSP2215 was found to be significantly overexpressed in HCC, particularly in early HCC, and identified as heterogeneous nuclear ribonucleoprotein K (hnRNP K) by tandem mass spectrometry (MALDI TOF/TOF). The overexpression in HCC was subsequently validated by western blot and immunohistochemistry. ROC curve analysis showed that hnRNP K intensity could detect early HCC at 66.67 % sensitivity and 84 % specificity, which was superior to serum α-fetoprotein (AFP) in detection of early HCC. Furthermore, the diagnosis test demonstrated, when combined with hnRNP K and serum AFP as biomarker panel to detect early HCC at different cut-off value, the sensitivity and specificity could be enhanced to 93.33 % and 96 %, respectively.
hnRNP K is a potential tissue biomarker, either alone or in combination with serum AFP, for detection of early HCC. High expression of hnRNP K could be helpful to discriminate early HCC from a nonmalignant nodule, especially for patients with liver cirrhosis.
Hepatocellular carcinoma; Proteome; Two-dimensional gel electrophoresis; Mass spectrometry; Diagnosis; Biomarker
Current ongoing genome-wide association studies represent a powerful approach to uncover common unknown genetic variants causing common complex diseases. The discovery of these genetic variants offers an important opportunity for early disease prediction, prevention and individualized treatment. We describe here a method of combining multiple genetic variants for early disease prediction, based on the optimality theory of the likelihood ratio. Such theory simply shows that the receiver operating characteristic (ROC) curve based on the likelihood ratio (LR) has maximum performance at each cutoff point and that the area under the ROC curve (AUC) so obtained is highest among that of all approaches. Through simulations and a real data application, we compared it with the commonly used logistic regression and classification tree approaches. The three approaches show similar performance if we know the underlying disease model. However, for most common diseases we have little prior knowledge of the disease model and in this situation the new method has an advantage over logistic regression and classification tree approaches. We applied the new method to the Type 1 diabetes genome-wide association data from the Wellcome Trust Case Control Consortium. Based on five single nucleotide polymorphisms (SNPs), the test reaches medium level classification accuracy. With more genetic findings to be discovered in the future, we believe a predictive genetic test for Type 1 diabetes can be successfully constructed and eventually implemented for clinical use.
Backward clustering; Classification tree; Cross validation; Logistic regression
The receiver operating characteristic (ROC) curve, the positive predictive value (PPV) curve and the negative predictive value (NPV) curve are three measures of performance for a continuous diagnostic biomarker. The ROC, PPV and NPV curves are often estimated empirically to avoid assumptions about the distributional form of the biomarkers. Recently, there has been a push to incorporate group sequential methods into the design of diagnostic biomarker studies. A thorough understanding of the asymptotic properties of the sequential empirical ROC, PPV and NPV curves will provide more flexibility when designing group sequential diagnostic biomarker studies. In this paper we derive asymptotic theory for the sequential empirical ROC, PPV and NPV curves under case-control sampling using sequential empirical process theory. We show that the sequential empirical ROC, PPV and NPV curves converge to the sum of independent Kiefer processes and show how these results can be used to derive asymptotic results for summaries of the sequential empirical ROC, PPV and NPV curves.
Group Sequential Methods; Empirical Process Theory; Diagnostic Testing
When outcomes are binary, the c-statistic (equivalent to the area under the Receiver Operating Characteristic curve) is a standard measure of the predictive accuracy of a logistic regression model.
An analytical expression was derived under the assumption that a continuous explanatory variable follows a normal distribution in those with and without the condition. We then conducted an extensive set of Monte Carlo simulations to examine whether the expressions derived under the assumption of binormality allowed for accurate prediction of the empirical c-statistic when the explanatory variable followed a normal distribution in the combined sample of those with and without the condition. We also examine the accuracy of the predicted c-statistic when the explanatory variable followed a gamma, log-normal or uniform distribution in combined sample of those with and without the condition.
Under the assumption of binormality with equality of variances, the c-statistic follows a standard normal cumulative distribution function with dependence on the product of the standard deviation of the normal components (reflecting more heterogeneity) and the log-odds ratio (reflecting larger effects). Under the assumption of binormality with unequal variances, the c-statistic follows a standard normal cumulative distribution function with dependence on the standardized difference of the explanatory variable in those with and without the condition. In our Monte Carlo simulations, we found that these expressions allowed for reasonably accurate prediction of the empirical c-statistic when the distribution of the explanatory variable was normal, gamma, log-normal, and uniform in the entire sample of those with and without the condition.
The discriminative ability of a continuous explanatory variable cannot be judged by its odds ratio alone, but always needs to be considered in relation to the heterogeneity of the population.
Logistic regression; c-statistic; Area under the receiver operating characteristic curve; ROC curve; Discrimination; Regression model; Prediction; Predictive model; Predictive accuracy
Receiver Operating Characteristic (ROC) analysis is a common tool for
assessing the performance of various classifications. It gained much popularity in medical and other fields including biological markers and, diagnostic test. This is particularly due to the fact that in real-world problems
misclassification costs are not known, and thus, ROC curve and related utility
functions such as F-measure can be more meaningful performance measures.
F-measure combines recall and precision into a global measure. In this paper, we propose a novel method through regularized F-measure maximization.
The proposed method assigns different costs to positive and negative samples and does simultaneous feature selection and prediction with L1 penalty. This method is useful especially when data set is highly unbalanced, or the
labels for negative (positive) samples are missing. Our experiments with the
benchmark, methylation, and high dimensional microarray data show that the performance of proposed algorithm is better or equivalent compared with the other popular classifiers in limited experiments.
The receiver operating characteristic (ROC) curve is used to evaluate a biomarker’s ability for classifying disease status. The Youden Index (J), the maximum potential effectiveness of a biomarker, is a common summary measure of the ROC curve. In biomarker development, levels may be unquantifiable below a limit of detection (LOD) and missing from the overall dataset. Disregarding these observations may negatively bias the ROC curve and thus J. Several correction methods have been suggested for mean estimation and testing; however, little has been written about the ROC curve or its summary measures. We adapt non-parametric (empirical) and semi-parametric (ROC-GLM [generalized linear model]) methods and propose parametric methods (maximum likelihood (ML)) to estimate J and the optimal cut-point (c*) for a biomarker affected by a LOD. We develop unbiased estimators of J and c* via ML for normally and gamma distributed biomarkers. Alpha level confidence intervals are proposed using delta and bootstrap methods for the ML, semi-parametric, and non-parametric approaches respectively. Simulation studies are conducted over a range of distributional scenarios and sample sizes evaluating estimators’ bias, root-mean square error, and coverage probability; the average bias was less than one percent for ML and GLM methods across scenarios and decreases with increased sample size. An example using polychlorinated biphenyl levels to classify women with and without endometriosis illustrates the potential benefits of these methods. We address the limitations and usefulness of each method in order to give researchers guidance in constructing appropriate estimates of biomarkers’ true discriminating capabilities.
Youden Index; ROC curve; Sensitivity and Specificity; Optimal Cut-Point
Medical diagnosis and prognosis using machine learning methods is usually represented as a supervised classification problem, where a model is built to distinguish “normal” from “abnormal” cases. If cases are available from only one class, this approach is not feasible.
To evaluate the performance of classification via outlier detection by one-class support vector machines (SVMs) as a means of identifying abnormal cases in the domain of melanoma prognosis.
Empirical evaluation of one-class SVMs on a data set for predicting the presence or absence of metastases in melanoma patients, and comparison with regular SVMs and artificial neural networks.
One-class SVMs achieve an area under the ROC curve (AUC) of 0.71; two-class algorithms achieve AUCs between 0.5 and 0.84, depending on the available number of cases from the minority class.
One-class SVMs offer a viable alternative to two-class classification algorithms if class distribution is heavily imbalanced.
Motivation: The area under the receiver operating characteristic (ROC) curve (AUC), long regarded as a ‘golden’ measure for the predictiveness of a continuous score, has propelled the need to develop AUC-based predictors. However, the AUC-based ensemble methods are rather scant, largely due to the fact that the associated objective function is neither continuous nor concave. Indeed, there is no reliable numerical algorithm identifying optimal combination of a set of biomarkers to maximize the AUC, especially when the number of biomarkers is large.
Results: We have proposed a novel AUC-based statistical ensemble methods for combining multiple biomarkers to differentiate a binary response of interest. Specifically, we propose to replace the non-continuous and non-convex AUC objective function by a convex surrogate loss function, whose minimizer can be efficiently identified. With the established framework, the lasso and other regularization techniques enable feature selections. Extensive simulations have demonstrated the superiority of the new methods to the existing methods. The proposal has been applied to a gene expression dataset to construct gene expression scores to differentiate elderly women with low bone mineral density (BMD) and those with normal BMD. The AUCs of the resulting scores in the independent test dataset has been satisfactory.
Conclusion: Aiming for directly maximizing AUC, the proposed AUC-based ensemble method provides an efficient means of generating a stable combination of multiple biomarkers, which is especially useful under the high-dimensional settings.
Supplementary Information: Supplementary data are available at Bioinformatics online.
Receiver operating characteristic (ROC) curves are useful tools to evaluate classifiers in biomedical and bioinformatics applications. However, conclusions are often reached through inconsistent use or insufficient statistical analysis. To support researchers in their ROC curves analysis we developed pROC, a package for R and S+ that contains a set of tools displaying, analyzing, smoothing and comparing ROC curves in a user-friendly, object-oriented and flexible interface.
With data previously imported into the R or S+ environment, the pROC package builds ROC curves and includes functions for computing confidence intervals, statistical tests for comparing total or partial area under the curve or the operating points of different classifiers, and methods for smoothing ROC curves. Intermediary and final results are visualised in user-friendly interfaces. A case study based on published clinical and biomarker data shows how to perform a typical ROC analysis with pROC.
pROC is a package for R and S+ specifically dedicated to ROC analysis. It proposes multiple statistical tests to compare ROC curves, and in particular partial areas under the curve, allowing proper ROC interpretation. pROC is available in two versions: in the R programming language or with a graphical user interface in the S+ statistical software. It is accessible at http://expasy.org/tools/pROC/ under the GNU General Public License. It is also distributed through the CRAN and CSAN public repositories, facilitating its installation.
Computational determination of protein-ligand interaction potential is important for many biological applications including virtual screening for therapeutic drugs. The novel internal consensus scoring strategy is an empirical approach with an extended set of 9 binding terms combined with a neural network capable of analysis of diverse complexes. Like conventional consensus methods, internal consensus is capable of maintaining multiple distinct representations of protein-ligand interactions. In a typical use the method was trained using ligand classification data (binding/no binding) for a single receptor. The internal consensus analyses successfully distinguished protein-ligand complexes from decoys (r2, 0.895 for a series of typical proteins). Results are superior to other tested empirical methods. In virtual screening experiments, internal consensus analyses provide consistent enrichment as determined by ROC-AUC and pROC metrics.
The receiver operating characteristic (ROC) curve is an important tool to gauge the performance of classifiers. In certain situations of high-throughput data analysis, the data is heavily class-skewed, i.e. most features tested belong to the true negative class. In such cases, only a small portion of the ROC curve is relevant in practical terms, rendering the ROC curve and its area under the curve (AUC) insufficient for the purpose of judging classifier performance. Here we define an ROC surface (ROCS) using true positive rate (TPR), false positive rate (FPR), and true discovery rate (TDR). The ROC surface, together with the associated quantities, volume under the surface (VUS) and FDR-controlled area under the ROC curve (FCAUC), provide a useful approach for gauging classifier performance on class-skewed high-throughput data. The implementation as an R package is available at http://userwww.service.emory.edu/~tyu8/ROCS/.
Like microarray-based investigations, high-throughput proteomics techniques require machine learning algorithms to identify biomarkers that are informative for biological classification problems. Feature selection and classification algorithms need to be robust to noise and outliers in the data.
We developed a recursive support vector machine (R-SVM) algorithm to select important genes/biomarkers for the classification of noisy data. We compared its performance to a similar, state-of-the-art method (SVM recursive feature elimination or SVM-RFE), paying special attention to the ability of recovering the true informative genes/biomarkers and the robustness to outliers in the data. Simulation experiments show that a 5 %-~20 % improvement over SVM-RFE can be achieved regard to these properties. The SVM-based methods are also compared with a conventional univariate method and their respective strengths and weaknesses are discussed. R-SVM was applied to two sets of SELDI-TOF-MS proteomics data, one from a human breast cancer study and the other from a study on rat liver cirrhosis. Important biomarkers found by the algorithm were validated by follow-up biological experiments.
The proposed R-SVM method is suitable for analyzing noisy high-throughput proteomics and microarray data and it outperforms SVM-RFE in the robustness to noise and in the ability to recover informative features. The multivariate SVM-based method outperforms the univariate method in the classification performance, but univariate methods can reveal more of the differentially expressed features especially when there are correlations between the features.
The ROC (Receiver Operating Characteristic) curve is the most commonly used statistical tool for describing the discriminatory accuracy of a diagnostic test. Classical estimation of the ROC curve relies on data from a simple random sample from the target population. In practice, estimation is often complicated due to not all subjects undergoing a definitive assessment of disease status (verification). Estimation of the ROC curve based on data only from subjects with verified disease status may be badly biased. In this work we investigate the properties of the doubly robust (DR) method for estimating the ROC curve under verification bias originally developed by Rotnitzky et al. (2006) for estimating the area under the ROC curve. The DR method can be applied for continuous scaled tests and allows for a non ignorable process of selection to verification. We develop the estimator's asymptotic distribution and examine its finite sample properties via a simulation study. We exemplify the DR procedure for estimation of ROC curves with data collected on patients undergoing electron beam computer tomography, a diagnostic test for calcification of the arteries.
Diagnostic test; Nonignorable; Semiparametric model; Sensitivity analysis; Sensitivity; Specificity
Novel molecular and statistical methods are in rising demand for disease diagnosis and prognosis with the help of recent advanced biotechnology. High-resolution mass spectrometry (MS) is one of those biotechnologies that are highly promising to improve health outcome. Previous literatures have identified some proteomics biomarkers that can distinguish healthy patients from cancer patients using MS data. In this paper, an MS study is demonstrated which uses glycomics to identify ovarian cancer. Glycomics is the study of glycans and glycoproteins. The glycans on the proteins may deviate between a cancer cell and a normal cell and may be visible in the blood. High-resolution MS has been applied to measure relative abundances of potential glycan biomarkers in human serum. Multiple potential glycan biomarkers are measured in MS spectra. With the objection of maximizing the empirical area under the ROC curve (AUC), an analysis method was considered which combines potential glycan biomarkers for the diagnosis of cancer.
Maximizing the empirical AUC of glycomics MS data is a large-dimensional optimization problem. The technical difficulty is that the empirical AUC function is not continuous. Instead, it is in fact an empirical 0–1 loss function with a large number of linear predictors. An approach was investigated that regularizes the area under the ROC curve while replacing the 0–1 loss function with a smooth surrogate function. The constrained threshold gradient descent regularization algorithm was applied, where the regularization parameters were chosen by the cross-validation method, and the confidence intervals of the regression parameters were estimated by the bootstrap method. The method is called TGDR-AUC algorithm. The properties of the approach were studied through a numerical simulation study, which incorporates the positive values of mass spectrometry data with the correlations between measurements within person. The simulation proved asymptotic properties that estimated AUC approaches the true AUC. Finally, mass spectrometry data of serum glycan for ovarian cancer diagnosis was analyzed. The optimal combination based on TGDR-AUC algorithm yields plausible result and the detected biomarkers are confirmed based on biological evidence.
The TGDR-AUC algorithm relaxes the normality and independence assumptions from previous literatures. In addition to its flexibility and easy interpretability, the algorithm yields good performance in combining potential biomarkers and is computationally feasible. Thus, the approach of TGDR-AUC is a plausible algorithm to classify disease status on the basis of multiple biomarkers.
Receiver operating characteristic (ROC) analysis is a common method used in diagnostic and screening tests to define thresholds levels of a factor that discriminates between 2 levels of another factor. The purpose of this analysis was to use ROC analysis to determine the optimal accelerometer-measured physical activity (PA) thresholds for predicting selective cardiovascular disease (CVD) risk factors.
ROC was performed using data from Stanford Girls Health Enrichment Multisite Studies trial. PA was assessed for multiple days using accelerometers. CVD variables were overweight, elevated triglyceride, reduced HDL-C, hypertension, impaired fasting glucose, fasting insulin, and clustering of multiple CVD risk factors.
A sample of 261 girls participated, of which 208 had complete CVD risk measures (mean ± SD age = 9.4 ± 0.9yrs, BMI = 20.7 ± 4.8kg/m2). An average of ≥11.1 minutes/day at ≥2,600 counts/min was the maximally sensitive and specific threshold for discriminating girls who were overweight, ≥16.6 minutes/day at ≥2,000 counts/min for hyperinsulinemia or with ≥2 CVD risk factors. The Area Under the Curve for overweight, hyperinsulinemia, and ≥2 CVD risk factors was of 0.66, 0.58, and 0.60, respectively. The sensitivity and specificity associated with overweight, hyperinsulinemia, and ≥2 CVD risk factors were 60.3% and 72.9%, 53.3% and 83.9%, 44.0% and 84.7%, respectively.
Empirically-derived thresholds of PA to optimally discriminate between girls with and without CVD risk were lower in this sample than generally recommended. This ROC approach should be repeated in other populations to determine optimal PA thresholds with clinical validity for research, surveillance and program evaluation.
receiver operating characteristics; ActiGraph; African-American; girls
The receiver operating characteristics (ROC) curve is a widely used tool for evaluating discriminative and diagnostic power of a biomarker. When the biomarker value is missing for some observations, the ROC analysis based solely on the complete cases loses efficiency due to the reduced sample size, and more importantly, it is subject to potential bias. In this paper, we investigate nonparametric multiple imputation methods for ROC analysis when some biomarker values are missing at random (MAR) and there are auxiliary variables that are fully observed and predictive of biomarker values and/or missingness of biomarker values. While a direct application of standard nonparametric imputation is robust to model misspecification, its finite sample performance suffers from curse of dimensionality as the number of auxiliary variables increases. To address this problem, we propose new nonparametric imputation methods, which achieve dimension reduction through the use of one or two working models, namely, models for prediction and propensity scores. The proposed imputation methods provide a platform for a full range of ROC analysis, and hence are more flexible than existing methods that primarily focus on estimating the area under the ROC curve (AUC). We conduct simulation studies to evaluate the finite sample performance of the proposed methods, and find that the proposed methods are robust to various types of model misidentification and outperform the standard nonparametric approach even when the number of auxiliary variables is moderate. We further illustrate the proposed methods using an observational study of maternal depression during pregnancy.
Area Under Curve; Bootstrap Methods; Dimension Reduction; Multiple Imputation; Nearest Neighbor Methods; Nonparametric Imputation; Receiver Operating Characteristics Curve