Journal
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Volume 33, Issue 9, Pages 2117-2135Publisher
TAYLOR & FRANCIS INC
DOI: 10.1081/STA-200026579
Keywords
correlated C indexes; jackknife; U-statistics
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The area under the receiver operating characteristic curve (overall C) is a widely used measure of a prognostic model discrimination. In this paper, we develop a nonparametric test for the comparison of two correlated C indexes of two different models when applied to the same population. We extend the DeLong's approach and use the theory of the Jackknife methodology applied to correlated one sample generalized U-statistics. We derive the distribution of correlated estimators of C indexes as well as a consistent estimate of the asymptotic variance, leading to an asymptotically normal test.
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