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Biometrika 1996 83(4):835-848; doi:10.1093/biomet/83.4.835
© 1996 by Biometrika Trust
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A distribution-free procedure for comparing receiver operating characteristic curves from a paired experiment

E. S. VENKATRAMAN and COLIN B. BEGG

Department of Epidemiology and Biostatistics, Memorial Sloan-Kettering Cancer Center 1275 York Avenue, New York, New York 10021, U.S.A.

A distribution-free permutation test procedure is proposed for comparing receiver operating characteristic curves based on continuous data from a paired design. The method tests the hypothesis that the two curves are identical for all operating points, unlike previously proposed methods which test the equivalence of the areas under the curves. The new test is shown by simulation to have very similar operating characteristics to the standard method based on comparisons of the areas when the curves are parallel, but markedly superior power when the curves cross, that is when the curves are different but have similar areas. The prospects of generalising the approach to unpaired experiments and to comparisons of ordinal rating data are discussed.

Key Words: Diagnostic test • Exchangeability • Paired samples, Permutation test • Receiver operating characteristic curve


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