The Youden Index in the Generalized Receiver Operating Characteristic Curve Context

The receiver operating characteristic (ROC) curve and their associated summary indices, such as the Youden index, are statistical tools commonly used to analyze the discrimination ability of a (bio)marker to distinguish between two populations. This paper presents the concept of Youden index in the context of the generalized ROC (gROC) curve for non-monotone relationships. The interval estimation of the Youden index and the associated cutoff points in a parametric (binormal) and a non-parametric setting is considered. Monte Carlo simulations and a real-world application illustrate the proposed methodology.