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1.  A modified Wald interval for the area under the ROC curve (AUC) in diagnostic case-control studies 
The area under the receiver operating characteristic (ROC) curve, referred to as the AUC, is an appropriate measure for describing the overall accuracy of a diagnostic test or a biomarker in early phase trials without having to choose a threshold. There are many approaches for estimating the confidence interval for the AUC. However, all are relatively complicated to implement. Furthermore, many approaches perform poorly for large AUC values or small sample sizes.
The AUC is actually a probability. So we propose a modified Wald interval for a single proportion, which can be calculated on a pocket calculator. We performed a simulation study to compare this modified Wald interval (without and with continuity correction) with other intervals regarding coverage probability and statistical power.
The main result is that the proposed modified Wald intervals maintain and exploit the type I error much better than the intervals of Agresti-Coull, Wilson, and Clopper-Pearson. The interval suggested by Bamber, the Mann-Whitney interval without transformation and also the interval of the binormal AUC are very liberal. For small sample sizes the Wald interval with continuity has a comparable coverage probability as the LT interval and higher power. For large sample sizes the results of the LT interval and of the Wald interval without continuity correction are comparable.
If individual patient data is not available, but only the estimated AUC and the total sample size, the modified Wald intervals can be recommended as confidence intervals for the AUC. For small sample sizes the continuity correction should be used.
PMCID: PMC3938139  PMID: 24552686
AUC; Diagnostic study; Biomarker study; Wald interval
2.  Using the Mean-to-Sigma Ratio as a Measure of the Improperness of Binormal ROC Curves 
Academic radiology  2011;18(2):143-154.
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.
PMCID: PMC3053019  PMID: 21232682
receiver operating characteristic (ROC) curve; diagnostic radiology; mean-to-sigma ratio; binormal model; proper ROC model
3.  Biomarker selection for medical diagnosis using the partial area under the ROC curve 
BMC Research Notes  2014;7:25.
A biomarker is usually used as a diagnostic or assessment tool in medical research. Finding an ideal biomarker is not easy and combining multiple biomarkers provides a promising alternative. Moreover, some biomarkers based on the optimal linear combination do not have enough discriminatory power. As a result, the aim of this study was to find the significant biomarkers based on the optimal linear combination maximizing the pAUC for assessment of the biomarkers.
Under the binormality assumption we obtain the optimal linear combination of biomarkers maximizing the partial area under the receiver operating characteristic curve (pAUC). Related statistical tests are developed for assessment of a biomarker set and of an individual biomarker. Stepwise biomarker selections are introduced to identify those biomarkers of statistical significance.
The results of simulation study and three real examples, Duchenne Muscular Dystrophy disease, heart disease, and breast tissue example are used to show that our methods are most suitable biomarker selection for the data sets of a moderate number of biomarkers.
Our proposed biomarker selection approaches can be used to find the significant biomarkers based on hypothesis testing.
PMCID: PMC3923449  PMID: 24410929
Discriminatory power; Hypothesis testing; Optimal linear combination; Partial area under ROC curve; Stepwise biomarker selection
4.  On the analysis of glycomics mass spectrometry data via the regularized area under the ROC curve 
BMC Bioinformatics  2007;8:477.
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.
PMCID: PMC2211327  PMID: 18076765
5.  Sparse logistic regression with a L1/2 penalty for gene selection in cancer classification 
BMC Bioinformatics  2013;14:198.
Microarray technology is widely used in cancer diagnosis. Successfully identifying gene biomarkers will significantly help to classify different cancer types and improve the prediction accuracy. The regularization approach is one of the effective methods for gene selection in microarray data, which generally contain a large number of genes and have a small number of samples. In recent years, various approaches have been developed for gene selection of microarray data. Generally, they are divided into three categories: filter, wrapper and embedded methods. Regularization methods are an important embedded technique and perform both continuous shrinkage and automatic gene selection simultaneously. Recently, there is growing interest in applying the regularization techniques in gene selection. The popular regularization technique is Lasso (L1), and many L1 type regularization terms have been proposed in the recent years. Theoretically, the Lq type regularization with the lower value of q would lead to better solutions with more sparsity. Moreover, the L1/2 regularization can be taken as a representative of Lq (0
In this work, we investigate a sparse logistic regression with the L1/2 penalty for gene selection in cancer classification problems, and propose a coordinate descent algorithm with a new univariate half thresholding operator to solve the L1/2 penalized logistic regression. Experimental results on artificial and microarray data demonstrate the effectiveness of our proposed approach compared with other regularization methods. Especially, for 4 publicly available gene expression datasets, the L1/2 regularization method achieved its success using only about 2 to 14 predictors (genes), compared to about 6 to 38 genes for ordinary L1 and elastic net regularization approaches.
From our evaluations, it is clear that the sparse logistic regression with the L1/2 penalty achieves higher classification accuracy than those of ordinary L1 and elastic net regularization approaches, while fewer but informative genes are selected. This is an important consideration for screening and diagnostic applications, where the goal is often to develop an accurate test using as few features as possible in order to control cost. Therefore, the sparse logistic regression with the L1/2 penalty is effective technique for gene selection in real classification problems.
PMCID: PMC3718705  PMID: 23777239
Gene selection; Sparse logistic regression; Cancer classification
Academic Radiology  2011;18(12):1537-1548.
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.
PMCID: PMC3368704  PMID: 22055797
Receiver operating characteristic (ROC) analysis; proper binormal model; likelihood ratio; test-result scale; maximum likelihood estimation (MLE)
Bioinformatics  2011;27(21):3050-3055.
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.
PMCID: PMC3198577  PMID: 21908541
Lifetime data analysis  2012;19(2):257-277.
Multiple biomarkers are frequently observed or collected for detecting or understanding a disease. The research interest of this paper is to extend tools of ROC analysis from univariate marker setting to multivariate marker setting for evaluating predictive accuracy of biomarkers using a tree-based classification rule. Using an arbitrarily combined and-or classifier, an ROC function together with a weighted ROC function (WROC) and their conjugate counterparts are introduced for examining the performance of multivariate markers. Specific features of the 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 the ROC and WROC functions, and area under curve (AUC) and concordance probability. With emphasis on population average performance of markers, the proposed procedures and inferential results are useful for evaluating marker predictability based on multivariate marker measurements with different choices of markers, and for evaluating different and-or combinations in classifiers.
PMCID: PMC3633731  PMID: 23054242
Concordance probability; Multiple markers; Prediction accuracy; U-statistics
BMC Genomics  2008;9(Suppl 2):S21.
Gene expression profiles based on microarray data are recognized as potential diagnostic indices of cancer. Molecular tumor classifications resulted from these data and learning algorithms have advanced our understanding of genetic changes associated with cancer etiology and development. However, classifications are not always perfect and in such cases the classification rankings (likelihoods of correct class predictions) can be useful for directing further research (e.g., by deriving inferences about predictive indicators or prioritizing future experiments). Classification ranking is a challenging problem, particularly for microarray data, where there is a huge number of possible regulated genes with no known rating function. This study investigates the possibility of making tumor classification more informative by using a method for classification ranking that requires no additional ranking analysis and maintains relatively good classification accuracy.
Microarray data of 11 different types and subtypes of cancer were analyzed using MDR (Multi-Dimensional Ranker), a recently developed boosting-based ranking algorithm. The number of predictor genes in all of the resulting classification models was at most nine, a huge reduction from the more than 12 thousands genes in the majority of the expression samples. Compared to several other learning algorithms, MDR gives the greatest AUC (area under the ROC curve) for the classifications of prostate cancer, acute lymphoblastic leukemia (ALL) and four ALL subtypes: BCR-ABL, E2A-PBX1, MALL and TALL. SVM (Support Vector Machine) gives the highest AUC for the classifications of lung, lymphoma, and breast cancers, and two ALL subtypes: Hyperdiploid > 50 and TEL-AML1. MDR gives highly competitive results, producing the highest average AUC, 91.01%, and an average overall accuracy of 90.01% for cancer expression analysis.
Using the classification rankings from MDR is a simple technique for obtaining effective and informative tumor classifications from cancer gene expression data. Further interpretation of the results obtained from MDR is required. MDR can also be used directly as a simple feature selection mechanism to identify genes relevant to tumor classification. MDR may be applicable to many other classification problems for microarray data.
PMCID: PMC2559886  PMID: 18831787
Statistics in medicine  2011;30(26):3149-3161.
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.
PMCID: PMC3205437  PMID: 22025311
Area Under Curve; Bootstrap Methods; Dimension Reduction; Multiple Imputation; Nearest Neighbor Methods; Nonparametric Imputation; Receiver Operating Characteristics Curve
Metabolomics  2012;9(2):280-299.
Metabolomics is increasingly being applied towards the identification of biomarkers for disease diagnosis, prognosis and risk prediction. Unfortunately among the many published metabolomic studies focusing on biomarker discovery, there is very little consistency and relatively little rigor in how researchers select, assess or report their candidate biomarkers. In particular, few studies report any measure of sensitivity, specificity, or provide receiver operator characteristic (ROC) curves with associated confidence intervals. Even fewer studies explicitly describe or release the biomarker model used to generate their ROC curves. This is surprising given that for biomarker studies in most other biomedical fields, ROC curve analysis is generally considered the standard method for performance assessment. Because the ultimate goal of biomarker discovery is the translation of those biomarkers to clinical practice, it is clear that the metabolomics community needs to start “speaking the same language” in terms of biomarker analysis and reporting-especially if it wants to see metabolite markers being routinely used in the clinic. In this tutorial, we will first introduce the concept of ROC curves and describe their use in single biomarker analysis for clinical chemistry. This includes the construction of ROC curves, understanding the meaning of area under ROC curves (AUC) and partial AUC, as well as the calculation of confidence intervals. The second part of the tutorial focuses on biomarker analyses within the context of metabolomics. This section describes different statistical and machine learning strategies that can be used to create multi-metabolite biomarker models and explains how these models can be assessed using ROC curves. In the third part of the tutorial we discuss common issues and potential pitfalls associated with different analysis methods and provide readers with a list of nine recommendations for biomarker analysis and reporting. To help readers test, visualize and explore the concepts presented in this tutorial, we also introduce a web-based tool called ROCCET (ROC Curve Explorer & Tester, ROCCET was originally developed as a teaching aid but it can also serve as a training and testing resource to assist metabolomics researchers build biomarker models and conduct a range of common ROC curve analyses for biomarker studies.
Electronic supplementary material
The online version of this article (doi:10.1007/s11306-012-0482-9) contains supplementary material, which is available to authorized users.
PMCID: PMC3608878  PMID: 23543913
Biomarker analysis; ROC curve; AUC; Confidence intervals; Optimal threshold; Sample size; Bootstrapping; Cross validation; Biomarker validation and reporting
Predicting the development of acute kidney injury (AKI) in the critical care setting is challenging. Although several biomarkers showed somewhat satisfactory performance for detecting established AKI even in a heterogeneous disease-oriented population, identification of new biomarkers that predict the development of AKI accurately is urgently required.
A single-center prospective observational cohort study was undertaken to evaluate for the first time the reliability of the newly identified biomarker semaphorin 3A for AKI diagnosis in heterogeneous intensive care unit populations. In addition to five urinary biomarkers of L-type fatty acid-binding protein (L-FABP), neutrophil gelatinase-associated lipocalin (NGAL), IL-18, albumin and N-acetyl-β-d-glucosaminidase (NAG), urinary semaphorin 3A was measured at intensive care unit (ICU) admission.
Results and conclusion
Three hundred thirty-nine critically ill adult patients were recruited for this study. Among them, 131 patients (39%) were diagnosed with AKI by the RIFLE criteria and 66 patients were diagnosed as AKI at post-ICU admission (later-onset AKI). Eighty-four AKI patients showed worsening severity during 1 week observation (AKI progression). Although L-FABP, NGAL and IL-18 showed significantly higher area under the curve (AUC)-receiver operating characteristic (ROC) values than semaphorin 3A in detecting established AKI, semaphorin 3A was able to detect later-onset AKI and AKI progression with similar AUC-ROC values compared with the other five biomarkers [AUC-ROC (95% CI) for established AKI 0.64 (0.56–0.71), later-onset AKI 0.71 (0.64–0.78), AKI progression 0.71 (0.64–0.77)]. Urinary semaphorin 3A was not increased in non-progressive established AKI, while the other biomarkers were elevated regardless of further progression. Finally, sepsis did not have any impact on semaphorin 3A while the other urinary biomarkers were increased with sepsis. Semaphorin 3A is a new biomarker of AKI which may have a distinct predictive use for AKI progression when compared with other AKI biomarkers.
PMCID: PMC3888311  PMID: 24166457
acute kidney injury; AKI progression; biomarker; mixed ICU; semaphorin 3A
The annals of applied statistics  2013;7(3):10.1214/13-AOAS634SUPP.
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.
PMCID: PMC3817965  PMID: 24204441
constrained likelihood; empirical likelihood; logistic regression; predictiveness curve; ROC curve
The surge in biomarker development calls for research on statistical evaluation methodology to rigorously assess emerging biomarkers and classification models. Recently, several authors reported the puzzling observation that, in assessing the added value of new biomarkers to existing ones in a logistic regression model, statistical significance of new predictor variables does not necessarily translate into a statistically significant increase in the area under the ROC curve (AUC). Vickers et al. concluded that this inconsistency is because AUC “has vastly inferior statistical properties,” i.e., it is extremely conservative. This statement is based on simulations that misuse the DeLong et al. method. Our purpose is to provide a fair comparison of the likelihood ratio (LR) test and the Wald test versus diagnostic accuracy (AUC) tests.
We present a test to compare ideal AUCs of nested linear discriminant functions via an F test. We compare it with the LR test and the Wald test for the logistic regression model. The null hypotheses of these three tests are equivalent; however, the F test is an exact test whereas the LR test and the Wald test are asymptotic tests. Our simulation shows that the F test has the nominal type I error even with a small sample size. Our results also indicate that the LR test and the Wald test have inflated type I errors when the sample size is small, while the type I error converges to the nominal value asymptotically with increasing sample size as expected. We further show that the DeLong et al. method tests a different hypothesis and has the nominal type I error when it is used within its designed scope. Finally, we summarize the pros and cons of all four methods we consider in this paper.
We show that there is nothing inherently less powerful or disagreeable about ROC analysis for showing the usefulness of new biomarkers or characterizing the performance of classification models. Each statistical method for assessing biomarkers and classification models has its own strengths and weaknesses. Investigators need to choose methods based on the assessment purpose, the biomarker development phase at which the assessment is being performed, the available patient data, and the validity of assumptions behind the methodologies.
PMCID: PMC3733611  PMID: 23895587
Biomarkers; Classification; Area under the ROC curve
Academic radiology  2013;20(7):874-882.
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.
PMCID: PMC3682803  PMID: 23747153
Biomarker combination; covariate adjustment; AUC; covariate standardization
BMC Bioinformatics  2014;15:137.
DNA microarrays are potentially powerful technology for improving diagnostic classification, treatment selection, and prognostic assessment. The use of this technology to predict cancer outcome has a history of almost a decade. Disease class predictors can be designed for known disease cases and provide diagnostic confirmation or clarify abnormal cases. The main input to this class predictors are high dimensional data with many variables and few observations. Dimensionality reduction of these features set significantly speeds up the prediction task. Feature selection and feature transformation methods are well known preprocessing steps in the field of bioinformatics. Several prediction tools are available based on these techniques.
Studies show that a well tuned Kernel PCA (KPCA) is an efficient preprocessing step for dimensionality reduction, but the available bandwidth selection method for KPCA was computationally expensive. In this paper, we propose a new data-driven bandwidth selection criterion for KPCA, which is related to least squares cross-validation for kernel density estimation. We propose a new prediction model with a well tuned KPCA and Least Squares Support Vector Machine (LS-SVM). We estimate the accuracy of the newly proposed model based on 9 case studies. Then, we compare its performances (in terms of test set Area Under the ROC Curve (AUC) and computational time) with other well known techniques such as whole data set + LS-SVM, PCA + LS-SVM, t-test + LS-SVM, Prediction Analysis of Microarrays (PAM) and Least Absolute Shrinkage and Selection Operator (Lasso). Finally, we assess the performance of the proposed strategy with an existing KPCA parameter tuning algorithm by means of two additional case studies.
We propose, evaluate, and compare several mathematical/statistical techniques, which apply feature transformation/selection for subsequent classification, and consider its application in medical diagnostics. Both feature selection and feature transformation perform well on classification tasks. Due to the dynamic selection property of feature selection, it is hard to define significant features for the classifier, which predicts classes of future samples. Moreover, the proposed strategy enjoys a distinctive advantage with its relatively lesser time complexity.
PMCID: PMC4025604  PMID: 24886083
Biometrics  2009;66(2):586-593.
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.
PMCID: PMC3039874  PMID: 19508241
Backward clustering; Classification tree; Cross validation; Logistic regression
Circulating microRNA expression levels can serve as diagnostic/prognostic biomarkers in several types of malignant tumors; however, to our knowledge, there have been reports describing their value in cervical squamous cell carcinoma (SCC). In this study, we used hybridization arrays to compare the microRNA expression profiles in cervical squamous cell carcinomas (SCC) samples among patients with lymph node metastasis (LNM) or without LNM; 89 microRNAs were found to fit our inclusion criteria. Using quantitative PCR (qPCR), we examined the expression levels of these microRNAs in cervical cancer tissue, as well as in serum from patients and healthy women. We compared the expression levels between patients with LNM (n=40) and those without LNM (n=40) and healthy controls (n=20). Using regression analysis, we generated a comprehensive set of marker microRNAs and drew the fitted binormal receiver operating characteristic (ROC) curves to access the predictive value. We identified 6 serum microRNAs that can predict LNM in cervical SCC patients; these microRNAs were miR-1246, miR-20a, miR-2392, miR-3147, miR-3162-5p and miR-4484. The area under the curve (AUC) of the comprehensive set of serum microRNAs predicting LNM was 0.932 (sensitivity, 0.856; specificity, 0.850). The predictive value of the serum microRNAs was inferior to that in tissue (AUC 0.992; sensitivity, 0.967; specificity, 0.950; P=0.018). We compared the LNM predictive value of serum microRNAs and SCC antigen (SCC-Ag) by drawing fitted binormal ROC curves However, serum microRNA analysis is by far superior to serum SCC-Ag analysis (AUC 0.713; sensitivity, 0.612; specificity, 0.700; P<0.0001). Serum microRNAs are a good predictor of LNM with clinical value in early-stage cervical SCC.
PMCID: PMC3782554  PMID: 23799609
cervical squamous cell carcinoma; microRNA; lymph node metastasis; serum marker
Academic radiology  2007;14(7):814-829.
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
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.
PMCID: PMC2693394  PMID: 17574132
Receiver operating characteristic (ROC) analysis; receiver operating characteristic (ROC) curves; proper binormal model; maximum likelihood estimation (MLE); multi-reader; multi-case (MRMC) analysis
Biometrics  2010;67(3):896-905.
In many clinical settings, a commonly encountered problem is to assess accuracy of a screening test for early detection of a disease. In these applications, predictive performance of the test is of interest. Variable selection may be useful in designing a medical test. An example is a research study conducted to design a new screening test by selecting variables from an existing screener with a hierarchical structure among variables: there are several root questions followed by their stem questions. The stem questions will only be asked after a subject has answered the root question. It is therefore unreasonable to select a model that only contains stem variables but not its root variable. In this work, we propose methods to perform variable selection with structured variables when predictive accuracy of a diagnostic test is the main concern of the analysis. We take a linear combination of individual variables to form a combined test. We then maximize a direct summary measure of the predictive performance of the test, the area under a receiver operating characteristic curve (AUC of an ROC), subject to a penalty function to control for overfitting. Since maximizing empirical AUC of the ROC of a combined test is a complicated non-convex problem (Pepe et al. 2006), we explore the connection between the empirical AUC and a support vector machine (SVM). We cast the problem of maximizing predictive performance of a combined test as a penalized SVM problem and apply a re-parametrization to impose the hierarchical structure among variables. We also describe a penalized logistic regression variable selection procedure for structured variables and compare it with the ROC-based approaches. We use simulation studies based on real data to examine performance of the proposed methods. Finally we apply developed methods to design a structured screener to be used in primary care clinics to refer potentially psychotic patients for further specialty diagnostics and treatment.
PMCID: PMC3134557  PMID: 21175555
ROC curve; Support vector machine; Area under the curve; Disease screening; Hierarchical variable selection
Statistics in medicine  2012;31(23):2660-2675.
For censored survival outcomes, it can be of great interest to evaluate the predictive power of individual markers or their functions. Compared with alternative evaluation approaches, the time-dependent ROC (receiver operating characteristics) based approaches rely on much weaker assumptions, can be more robust, and hence are preferred. In this article, we examine evaluation of markers’ predictive power using the time-dependent ROC curve and a concordance measure which can be viewed as a weighted area under the time-dependent AUC (area under the ROC curve) profile. This study significantly advances from existing time-dependent ROC studies by developing nonparametric estimators of the summary indexes and, more importantly, rigorously establishing their asymptotic properties. It reinforces the statistical foundation of the time-dependent ROC based evaluation approaches for censored survival outcomes. Numerical studies, including simulations and application to an HIV clinical trial, demonstrate the satisfactory finite-sample performance of the proposed approaches.
PMCID: PMC3743052  PMID: 22987578
time-dependent ROC; concordance measure; inverse-probability-of-censoring weighting; marker evaluation; survival outcomes
BMC Systems Biology  2011;5(Suppl 3):S13.
The primary objectives of this paper are: 1.) to apply Statistical Learning Theory (SLT), specifically Partial Least Squares (PLS) and Kernelized PLS (K-PLS), to the universal "feature-rich/case-poor" (also known as "large p small n", or "high-dimension, low-sample size") microarray problem by eliminating those features (or probes) that do not contribute to the "best" chromosome bio-markers for lung cancer, and 2.) quantitatively measure and verify (by an independent means) the efficacy of this PLS process. A secondary objective is to integrate these significant improvements in diagnostic and prognostic biomedical applications into the clinical research arena. That is, to devise a framework for converting SLT results into direct, useful clinical information for patient care or pharmaceutical research. We, therefore, propose and preliminarily evaluate, a process whereby PLS, K-PLS, and Support Vector Machines (SVM) may be integrated with the accepted and well understood traditional biostatistical "gold standard", Cox Proportional Hazard model and Kaplan-Meier survival analysis methods. Specifically, this new combination will be illustrated with both PLS and Kaplan-Meier followed by PLS and Cox Hazard Ratios (CHR) and can be easily extended for both the K-PLS and SVM paradigms. Finally, these previously described processes are contained in the Fine Feature Selection (FFS) component of our overall feature reduction/evaluation process, which consists of the following components: 1.) coarse feature reduction, 2.) fine feature selection and 3.) classification (as described in this paper) and prediction.
Our results for PLS and K-PLS showed that these techniques, as part of our overall feature reduction process, performed well on noisy microarray data. The best performance was a good 0.794 Area Under a Receiver Operating Characteristic (ROC) Curve (AUC) for classification of recurrence prior to or after 36 months and a strong 0.869 AUC for classification of recurrence prior to or after 60 months. Kaplan-Meier curves for the classification groups were clearly separated, with p-values below 4.5e-12 for both 36 and 60 months. CHRs were also good, with ratios of 2.846341 (36 months) and 3.996732 (60 months).
SLT techniques such as PLS and K-PLS can effectively address difficult problems with analyzing biomedical data such as microarrays. The combinations with established biostatistical techniques demonstrated in this paper allow these methods to move from academic research and into clinical practice.
PMCID: PMC3287568  PMID: 22784619
BMC Bioinformatics  2014;15:190.
Data on single-nucleotide polymorphisms (SNPs) have been found to be useful in predicting phenotypes ranging from an individual’s class membership to his/her risk of developing a disease. In multi-class classification scenarios, clinical samples are often limited due to cost constraints, making it necessary to determine the sample size needed to build an accurate classifier based on SNPs. The performance of such classifiers can be assessed using the Area Under the Receiver Operating Characteristic (ROC) Curve (AUC) for two classes and the Volume Under the ROC hyper-Surface (VUS) for three or more classes. Sample size determination based on AUC or VUS would not only guarantee an overall correct classification rate, but also make studies more cost-effective.
For coded SNP data from D(≥2) classes, we derive an optimal Bayes classifier and a linear classifier, and obtain a normal approximation to the probability of correct classification for each classifier. These approximations are then used to evaluate the associated AUCs or VUSs, whose accuracies are validated using Monte Carlo simulations. We give a sample size determination method, which ensures that the difference between the two approximate AUCs (or VUSs) is below a pre-specified threshold. The performance of our sample size determination method is then illustrated via simulations. For the HapMap data with three and four populations, a linear classifier is built using 92 independent SNPs and the required total sample sizes are determined for a continuum of threshold values. In all, four different sample size determination studies are conducted with the HapMap data, covering cases involving well-separated populations to poorly-separated ones.
For multi-classes, we have developed a sample size determination methodology and illustrated its usefulness in obtaining a required sample size from the estimated learning curve. For classification scenarios, this methodology will help scientists determine whether a sample at hand is adequate or more samples are required to achieve a pre-specified accuracy. A PDF manual for R package “SampleSizeSNP” is given in Additional file 1, and a ZIP file of the R package “SampleSizeSNP” is given in Additional file 2.
PMCID: PMC4071155  PMID: 24930009
Area under the receiver operating characteristic curve; Classification; HapMap data; Heterogeneous stock mice data; Probability of correct classification; Receiver operating characteristic; Sample size determination
PLoS Genetics  2010;6(12):e1001230.
An increasing number of genetic variants have been identified for many complex diseases. However, it is controversial whether risk prediction based on genomic profiles will be useful clinically. Appropriate statistical measures to evaluate the performance of genetic risk prediction models are required. Previous studies have mainly focused on the use of the area under the receiver operating characteristic (ROC) curve, or AUC, to judge the predictive value of genetic tests. However, AUC has its limitations and should be complemented by other measures. In this study, we develop a novel unifying statistical framework that connects a large variety of predictive indices together. We showed that, given the overall disease probability and the level of variance in total liability (or heritability) explained by the genetic variants, we can estimate analytically a large variety of prediction metrics, for example the AUC, the mean risk difference between cases and non-cases, the net reclassification improvement (ability to reclassify people into high- and low-risk categories), the proportion of cases explained by a specific percentile of population at the highest risk, the variance of predicted risks, and the risk at any percentile. We also demonstrate how to construct graphs to visualize the performance of risk models, such as the ROC curve, the density of risks, and the predictiveness curve (disease risk plotted against risk percentile). The results from simulations match very well with our theoretical estimates. Finally we apply the methodology to nine complex diseases, evaluating the predictive power of genetic tests based on known susceptibility variants for each trait.
Author Summary
Recently many genetic variants have been established for diseases, and the findings have raised hope for risk prediction based on genomic profiles. However, we need to have proper statistical measures to assess the usefulness of such tests. In this study, we developed a statistical framework which enables us to evaluate many predictive indices analytically. It is based on the liability threshold model, which postulates a latent liability that is normally distributed. Affected individuals are assumed to have a liability exceeding a certain threshold. We demonstrated that, given the overall disease probability and variance in liability explained by the genetic markers, we can compute a variety of predictive indices. An example is the area under the receiver operating characteristic (ROC) curve, or AUC, which is very commonly employed. However, the limitations of AUC are often ignored, and we proposed complementing it with other indices. We have therefore also computed other metrics like the average difference in risks between cases and non-cases, the ability of reclassification into high- and low-risk categories, and the proportion of cases accounted for by a certain percentile of population at the highest risk. We also derived how to construct graphs showing the risk distribution in population.
PMCID: PMC2996330  PMID: 21151957
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.
PMCID: PMC2515362  PMID: 18435502
Youden Index; ROC curve; Sensitivity and Specificity; Optimal Cut-Point

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