Receiver operating characteristic (ROC) curves are frequently used to
assess the usefulness of diagnostic markers. When several diagnostic m
arkers are available, they can be combined by a best linear combinatio
n; that is, when the area under the ROC curve of this combination is m
aximized among all possible linear combinations. This maximal area is
the generalized ROC criterion, which provides a measure of how effecti
ve the combination of the markers is. This criterion needs to be estim
ated from the data, and is usually evaluated against single markers. I
n the present paper, we provide confidence intervals for the generaliz
ed ROC criterion under the assumption of homogeneous covariance matric
es, derive an approximation for the heterogeneous covariance matrices
case, and evaluate the approximation via a simulation study. Finally,
we present an illustrative example.