Marker selection via maximizing the partial area under the ROC curve of linear risk scores

Rather than viewing receiver operating characteristic (ROC) curves directly to compare the performances of diagnostic methods, the whole and the partial areas under the ROC curve (area under the ROC curve [AUC] and partial area under the ROC curve [pAUC]) are 2 of the most popularly used summaries of the curve. Moreover, when high specificity is a prerequisite, as in some medical diagnostics, pAUC is preferable. In this paper, we propose a wrapper-type algorithm to select the best linear combination of markers that has high sensitivity within a confined specificity range. The markers selected by the proposed algorithm are different from those selected by AUC-based algorithms and therefore provide different information for further studies. Most notably, for example, within the given range of specificity, the markers selected by the proposed algorithm always have higher individual sensitivities than those selected by other AUC-based methods. This characteristic makes the proposed method a good addition to existing methods. Without assuming the underlying distributions of markers, we prove that the pAUC obtained with the proposed algorithm is a strongly consistent estimate of the true pAUC and then illustrate its performance with numerical studies using synthesized data and 2 real examples. The results are compared with those obtained by its AUC-based counterpart. We found that the classification performance of the final classifier based on the selected markers is very competitive.