Table 1.
Simulation results for n=500, prevalence at 20%.
μ* | μ | Test | ρ=0.0 | ρ=0.1 | ρ=0.3 | ρ=0.5 |
---|---|---|---|---|---|---|
0.0 | 0.0 | LRT | 0.050 | 0.048 | 0.053 | 0.055 |
Wald | 0.048 | 0.045 | 0.052 | 0.053 | ||
AUC | 0.004 | 0.004 | 0.006 | 0.003 | ||
0.1 | LRT | 0.059 | 0.057 | 0.053 | 0.052 | |
Wald | 0.057 | 0.055 | 0.052 | 0.051 | ||
AUC | 0.003 | 0.004 | 0.002 | 0.005 | ||
0.2 | LRT | 0.048 | 0.054 | 0.055 | 0.049 | |
Wald | 0.045 | 0.051 | 0.054 | 0.047 | ||
AUC | 0.002 | 0.004 | 0.001 | 0.000 | ||
0.3 | LRT | 0.043 | 0.059 | 0.052 | 0.054 | |
Wald | 0.043 | 0.056 | 0.051 | 0.051 | ||
AUC | 0.002 | 0.001 | 0.000 | 0.002 | ||
0.1 | 0.0 | LRT | 0.217 | 0.196 | 0.215 | 0.259 |
Wald | 0.211 | 0.191 | 0.213 | 0.253 | ||
AUC | 0.027 | 0.025 | 0.040 | 0.043 | ||
0.1 | LRT | 0.191 | 0.218 | 0.232 | 0.239 | |
Wald | 0.187 | 0.212 | 0.226 | 0.237 | ||
AUC | 0.027 | 0.024 | 0.029 | 0.035 | ||
0.2 | LRT | 0.199 | 0.203 | 0.198 | 0.253 | |
Wald | 0.196 | 0.196 | 0.195 | 0.249 | ||
AUC | 0.021 | 0.015 | 0.019 | 0.022 | ||
0.3 | LRT | 0.179 | 0.205 | 0.200 | 0.259 | |
Wald | 0.178 | 0.205 | 0.199 | 0.253 | ||
AUC | 0.011 | 0.013 | 0.012 | 0.018 | ||
0.2 | 0.0 | LRT | 0.613 | 0.615 | 0.646 | 0.738 |
Wald | 0.607 | 0.613 | 0.643 | 0.734 | ||
AUC | 0.196 | 0.195 | 0.229 | 0.294 | ||
0.1 | LRT | 0.614 | 0.621 | 0.650 | 0.736 | |
Wald | 0.611 | 0.618 | 0.644 | 0.729 | ||
AUC | 0.167 | 0.178 | 0.203 | 0.272 | ||
0.2 | LRT | 0.604 | 0.620 | 0.640 | 0.740 | |
Wald | 0.600 | 0.616 | 0.637 | 0.735 | ||
AUC | 0.121 | 0.121 | 0.141 | 0.205 | ||
0.3 | LRT | 0.595 | 0.623 | 0.641 | 0.696 | |
Wald | 0.590 | 0.620 | 0.637 | 0.692 | ||
AUC | 0.096 | 0.098 | 0.111 | 0.153 | ||
0.3 | 0.0 | LRT | 0.908 | 0.926 | 0.942 | 0.970 |
Wald | 0.908 | 0.925 | 0.941 | 0.969 | ||
AUC | 0.581 | 0.586 | 0.622 | 0.745 | ||
0.1 | LRT | 0.918 | 0.915 | 0.939 | 0.973 | |
Wald | 0.916 | 0.913 | 0.936 | 0.972 | ||
AUC | 0.533 | 0.539 | 0.592 | 0.699 | ||
0.2 | LRT | 0.910 | 0.925 | 0.933 | 0.971 | |
Wald | 0.908 | 0.922 | 0.931 | 0.970 | ||
AUC | 0.414 | 0.432 | 0.496 | 0.627 | ||
0.3 | LRT | 0.905 | 0.900 | 0.937 | 0.972 | |
Wald | 0.903 | 0.898 | 0.936 | 0.970 | ||
AUC | 0.359 | 0.362 | 0.423 | 0.520 |
Entries in the table show the power (for μ* > 0) and the test size (for μ*=0) for the likelihood ratio (LRT) and Wald tests from logistic regression and the Delong et al. test comparing the AUCs. Correlation of the new marker and the existing marker, conditional on the outcome, is represented by ρ.