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. 2012 Oct 19;14(2):366–381. doi: 10.1093/biostatistics/kxs037

Table 3.

Power of the tests TpAUC, TPCF, TPNF, TiPCF, and TiPNF for two beta-distributed risk models under the assumption of well-calibrated models, R1 with parameters (α1,β1) and R2 with parameters (α2,β2) for q=0.1 for sample size N=1000, with μ=0.3 and Inline graphic

Power for test based on
pAUC PCF PNF iPCF iPNF PCF iPCF
PNF iPNF
p,q 1,2 1,2 1,2 1,2 1,2 pAUC R R (R,Y) R R (R,Y)
(α1,β1)=(0.3,0.7),(α2,β2)=(0.5,1.17)
0.1, 0.9 0.06, 0.04 0.31, 0.29 0.44, 0.53 0.88, 0.84 0.95, 0.96 0.86 0.89 1.00 0.94 1.00 1.00 1.00
0.2, 0.8 0.14, 0.11 0.56, 0.51 0.34, 0.40 0.93, 0.90 0.89, 0.91 0.92 0.99 1.00 0.97 1.00 1.00 0.99
0.3, 0.7 0.23, 0.19 0.75, 0.67 0.27, 0.32 0.97, 0.94 0.82, 0.85 0.90 1.00 1.00 0.91 1.00 1.00 0.96
0.4, 0.6 0.32, 0.28 0.87, 0.80 0.22, 0.25 0.98, 0.97 0.75, 0.77 0.90 1.00 1.00 0.80 1.00 1.00 0.92
(α1,β1)=(6.55,15.3),(α2,β2)=(4.55,10.62)
0.1, 0.9 0.01, 0.01 0.16, 0.17 0.82, 0.80 0.68, 0.70 0.99, 0.99 0.10 0.98 1.00 0.28 1.00 0.99 0.90
0.2, 0.8 0.04, 0.04 0.29, 0.31 0.69, 0.67 0.76, 0.77 0.97, 0.96 0.12 1.00 1.00 0.13 1.00 1.00 0.68
0.3, 0.7 0.08, 0.09 0.42, 0.44 0.58, 0.55 0.82, 0.84 0.93, 0.92 0.24 1.00 1.00 0.27 1.00 1.00 0.61
0.4, 0.6 0.13, 0.15 0.53, 0.55 0.47, 0.45 0.88, 0.89 0.88, 0.87 0.16 1.00 1.00 0.18 1.00 1.00 0.34
(α1,β1)=(6.55,15.3),(α2,β2)=(8.55,19.95)
0.1, 0.9 0.01, 0.01 0.16, 0.15 0.82, 0.83 0.68, 0.67 0.99, 0.99 0.03 0.86 0.98 0.08 0.94 0.91 0.88
0.2, 0.8 0.04, 0.04 0.29, 0.28 0.69, 0.71 0.76, 0.75 0.97, 0.97 0.10 0.96 0.99 0.10 0.97 0.93 0.69
0.3, 0.7 0.08, 0.08 0.42, 0.40 0.58, 0.59 0.82, 0.82 0.93, 0.93 0.11 0.94 0.97 0.14 0.96 0.95 0.46
0.4, 0.6 0.13, 0.13 0.53, 0.51 0.47, 0.49 0.88, 0.87 0.88, 0.89 0.10 0.98 0.99 0.09 0.99 0.99 0.21
(α1,β1)=(1,2.3),(α2,β2)=(1.2,2.8)
0.1, 0.9 0.03, 0.03 0.25, 0.24 0.64, 0.67 0.79, 0.78 0.98, 0.98 0.09 0.41 0.77 0.16 0.81 0.81 0.77
0.2, 0.8 0.08, 0.07 0.43, 0.41 0.50, 0.52 0.86, 0.85 0.93, 0.94 0.12 0.57 0.81 0.21 0.78 0.80 0.59
0.3, 0.7 0.15, 0.14 0.58, 0.56 0.40, 0.42 0.91, 0.90 0.88, 0.88 0.13 0.61 0.78 0.13 0.63 0.79 0.31
0.4, 0.6 0.23, 0.22 0.70, 0.68 0.31, 0.33 0.94, 0.94 0.81, 0.82 0.19 0.70 0.81 0.16 0.66 0.82 0.29
(α1,β1)=(1,2.3),(α2,β2)=(1.3,3.03)
0.1, 0.9 0.03, 0.02 0.25, 0.23 0.64, 0.68 0.79, 0.77 0.98, 0.98 0.24 0.81 0.99 0.31 0.99 0.98 0.89
0.2, 0.8 0.08, 0.07 0.43, 0.41 0.50, 0.54 0.86, 0.84 0.93, 0.94 0.25 0.84 1.00 0.25 1.00 1.00 0.71
0.3, 0.7 0.15, 0.14 0.58, 0.55 0.40, 0.43 0.91, 0.89 0.88, 0.89 0.24 0.89 0.96 0.33 0.93 0.98 0.54
0.4, 0.6 0.23, 0.21 0.70, 0.67 0.31, 0.34 0.94, 0.93 0.81, 0.83 0.30 0.96 0.97 0.25 0.93 0.98 0.42

Estimates are based on 100 simulations for each set of parameter values. Bootstrap variances were based on B=500 replicates.