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Optimal weight in estimating and comparing areas under the receiver operating characteristic curve using longitudinal data.

Authors
  • Wu, Yougui
  • Wang, Xiaofei
Type
Published Article
Journal
Biometrical journal. Biometrische Zeitschrift
Publication Date
Sep 01, 2011
Volume
53
Issue
5
Pages
764–778
Identifiers
DOI: 10.1002/bimj.201100033
PMID: 21805488
Source
Medline
License
Unknown

Abstract

In the setting of longitudinal study, subjects are followed for the occurrence of some dichotomous outcome. In many of these studies, some markers are also obtained repeatedly during the study period. Emir et al. introduced a non-parametric approach to the estimation of the area under the ROC curve of a repeated marker. Their non-parametric estimate involves assigning a weight to each subject. There are two weighting schemes suggested in their paper: one for the case when within-patient correlation is low, and the other for the case when within-subject correlation is high. However, it is not clear how to assign weights to marker measurements when within-patient correlation is modest. In this paper, we consider the optimal weights that minimize the variance of the estimate of the area under the ROC curve (AUC) of a repeated marker, as well as the optimal weights that minimize the variance of the AUC difference between two repeated markers. Our results in this paper show that the optimal weights depend not only on the within-patient control--case correlation in the longitudinal data, but also on the proportion of subjects that become cases. More importantly, we show that the loss of efficiency by using the two weighting schemes suggested by Emir et al. instead of our optimal weights can be severe when there is a large within-subject control--case correlation and the proportion of subjects that become cases is small, which is often the case in longitudinal study settings.

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