TABLE 2.
Sample Size | Number of Categories | True AUC |
κ = 0.1 (Highly Non-binormal)
|
κ= 0.33
|
κ = 3 (Binormal-like)
|
||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Monte Carlo Estimates for AUC for the Fitted Binormal ROC
|
STD of Empirical AUC* for Continuous Data | Monte Carlo Estimates for AUC for the Fitted Binormal ROC
|
STD of Empirical AUC* for Continuous Data | Monte Carlo Estimates for AUC for the Fitted Binormal ROC
|
STD of Empirical AUC* for Continuous Data | ||||||
AUC | STD | AUC | STD | AUC | STD | ||||||
100:100 | 10 | 0.6 | 0.61 | 0.040 | 0.040 | 0.61 | 0.042 | 0.040 | 0.61 | 0.044 | 0.040 |
0.7 | 0.71 | 0.036 | 0.037 | 0.70 | 0.036 | 0.037 | 0.70 | 0.038 | 0.037 | ||
0.8 | 0.81 | 0.032 | 0.032 | 0.80 | 0.032 | 0.032 | 0.80 | 0.032 | 0.031 | ||
0.9 | 0.89 | 0.029 | 0.025 | 0.89 | 0.028 | 0.024 | 0.90 | 0.024 | 0.022 | ||
50:50 | 10 | 0.6 | 0.61 | 0.055 | 0.056 | 0.61 | 0.058 | 0.057 | 0.61 | 0.060 | 0.056 |
0.7 | 0.71 | 0.051 | 0.053 | 0.71 | 0.052 | 0.052 | 0.70 | 0.053 | 0.052 | ||
0.8 | 0.81 | 0.045 | 0.046 | 0.80 | 0.046 | 0.045 | 0.80 | 0.045 | 0.044 | ||
0.9 | 0.89 | 0.041 | 0.035 | 0.89 | 0.039 | 0.033 | 0.90 | 0.034 | 0.031 | ||
100:100 | 5 | 0.6 | 0.60 | 0.041 | 0.040 | 0.60 | 0.041 | 0.040 | 0.60 | 0.041 | 0.040 |
0.7 | 0.70 | 0.039 | 0.037 | 0.70 | 0.039 | 0.037 | 0.70 | 0.039 | 0.037 | ||
0.8 | 0.79 | 0.038 | 0.032 | 0.79 | 0.037 | 0.032 | 0.80 | 0.035 | 0.031 | ||
0.9 | 0.87 | 0.040 | 0.025 | 0.85 | 0.039 | 0.024 | 0.89 | 0.033 | 0.022 | ||
50:50 | 5 | 0.6 | 0.60 | 0.058 | 0.056 | 0.60 | 0.059 | 0.057 | 0.60 | 0.058 | 0.056 |
0.7 | 0.70 | 0.055 | 0.053 | 0.70 | 0.056 | 0.052 | 0.70 | 0.056 | 0.052 | ||
0.8 | 0.79 | 0.055 | 0.046 | 0.79 | 0.053 | 0.045 | 0.80 | 0.050 | 0.044 | ||
0.9 | 0.89 | 0.058 | 0.035 | 0.85 | 0.056 | 0.033 | 0.88 | 0.050 | 0.031 |
AUC, area under the ROC curve; ROC, receiver operating characteristic.
The empirical AUC was computed for continuous data and therefore is theoretically unbiased; the negligibly small empirical bias was not shown for brevity.