Confidence intervals for the area under the receiver operating characteristic curve in the presence of ignorable missing data (1804.05882v1)

Abstract: Receiver operating characteristic (ROC) curves are widely used as a measure of accuracy of diagnostic tests and can be summarized using the area under the ROC curve (AUC). Often, it is useful to construct a confidence intervals for the AUC, however, since there are a number of different proposed methods to measure variance of the AUC, there are thus many different resulting methods for constructing these intervals. In this manuscript, we compare different methods of constructing Wald-type confidence interval in the presence of missing data where the missingness mechanism is ignorable. We find that constructing confidence intervals using multiple imputation (MI) based on logistic regression (LR) gives the most robust coverage probability and the choice of CI method is less important. However, when missingness rate is less severe (e.g. less than 70%), we recommend using Newcombe's Wald method for constructing confidence intervals along with multiple imputation using predictive mean matching (PMM).