Tools to identify linear combination of prognostic factors which maximizes area under receiver operator curve.

ABSTRACT:

Background

The linear combination of variables is an attractive method in many medical analyses targeting a score to classify patients. In the case of ROC curves the most popular problem is to identify the linear combination which maximizes area under curve (AUC). This problem is complete closed when normality assumptions are met. With no assumption of normality search algorithm are avoided because it is accepted that we have to evaluate AUC n(d) times where n is the number of distinct observation and d is the number of variables.

Methods

For d = 2, using particularities of AUC formula, we described an algorithm which lowered the number of evaluations of AUC from n(2) to n(n-1) + 1. For d > 2 our proposed solution is an approximate method by considering equidistant points on

SUBMITTER: Todor N 

PROVIDER: S-EPMC4099021 | biostudies-literature | 2014

REPOSITORIES: biostudies-literature