Combining ROC curves using MAMSE weighted distributions

Abstract

The receiver operating characteristic (ROC) curve can be used to evaluate the properties of a diagnostic test from the distribution of a variable on the healthy and diseased populations. The minimum averaged mean squared error (MAMSE) weights were developed to handle data from different sources by adjusting the relative contribution of each data source. The authors use the MAMSE weights to infer the ROC curve of a diagnostic test based on raw data from multiple studies. The proposed estimates are consistent and Monte Carlo simulations show favourable finite sample performance. The method is illustrated in a case study where progesterone level is used to detect ectopic pregnancies and abortions from other natural causes. The Canadian Journal of Statistics 46: 298–315; 2018 © 2018 Statistical Society of Canada