SAMPLING VARIABILITY OF NONPARAMETRIC ESTIMATES OF THE AREAS UNDER RECEIVER OPERATING CHARACTERISTIC CURVES - AN UPDATE

Rationale and Objectives. Several methods have been proposed for calcu lating the variances and covariances of nonparametric estimates of the area under receiver operating characteristic curves (AUG). The author s provide an explanation of the relationships between them and illustr ate the factors that determine sampling variability. Methods. The auth ors investigated the algebraic links between two methods, that of ''pl acements'' and that of ''pseudovalues'' based on jackknifing. They als o performed a numerical investigation of the comparative performance o f the two methods. Results. The ''placement'' method has a simple stru cture that illustrates the determinants of the sampling variability an d does not require specialized software. The authors show that the pse udovalues used in the jackknife method are directly linked to the plac ement values. Conclusion. Because of the close link, borne out in a nu meric investigation of the sampling variation, and because of the ease of computation, the choice between the two methods can be based on us ers' preferences. For indexes other than the AUG, however, the use of pseudovalues holds greater promise.