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Comparative Study
. 2006 Aug;48(5):745-57.
doi: 10.1002/bimj.200610223.

Comparing the Areas Under Two Correlated ROC Curves: Parametric and Non-Parametric Approaches

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Comparative Study

Comparing the Areas Under Two Correlated ROC Curves: Parametric and Non-Parametric Approaches

Katy Molodianovitch et al. Biom J. .

Abstract

In order to compare the discriminatory effectiveness of two diagnostic markers the equality of the areas under the respective Receiver Operating Characteristic Curves is commonly tested. A non-parametric test based on the Mann-Whitney statistic is generally used. Weiand et al. (1989) present a parametric test based on normal distributional assumptions. We extend this test using the Box-Cox power family of transformations to non-normal situations. These three test procedures are compared in terms of significance level and power by means of a large simulation study. Overall we find that transforming to normality is to be preferred. An example of two pancreatic cancer serum biomarkers is used to illustrate the methodology.

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