Parameter

 True value

Distribution

OLS

EMP

RES

R(0.2)

0.794

lognormal

0.796(0.039)

0.795(0.044)

0.795(0.036)

R(0.4)

0.861

 

0.863(0.031)

0.864(0.036)

0.862(0.030)

R(0.7)

0.924

 

0.926(0.023)

0.926(0.027)

0.924(0.023)

AUC

0.863

 

0.864(0.027)

0.864(0.027)

0.863(0.026)

 R(0.2)

0.794

lognormal-scaled

0.795(0.039)

0.796(0.043)

0.794(0.036)

R(0.4)

0.861

 

0.862(0.032)

0.863(0.037)

0.861(0.030)

R(0.7)

0.924

 

0.925(0.024)

0.925(0.028)

0.923(0.023)

AUC

0.863

 

0.863(0.028)

0.863(0.028)

0.862(0.026)

 R(0.2)

0.794

lognormal-shift

0.794(0.039)

0.795(0.043)

0.818(0.043)

R(0.4)

0.861

 

0.861(0.031)

0.861(0.036)

0.900(0.031)

R(0.7)

0.924

 

0.923(0.023)

0.923(0.027)

0.961(0.017)

AUC

0.863

 

0.862(0.027)

0.862(0.027)

0.888(0.027)

 R(0.2)

0.794

non Box-Cox

0.796(0.038)

0.796(0.044)

0.764(0.051)

R(0.4)

0.861

 

0.863(0.031)

0.864(0.036)

0.887(0.037)

R(0.7)

0.924

 

0.926(0.023)

0.926(0.027)

0.968(0.017)

AUC

0.863

 

0.864(0.027)

0.864(0.027)

0.862(0.029)

Table 4: Inference of the ROC curve by the semiparametric least squares based method (OLS), the nonparametric method (EMP) and the parametric method (RES). Cases and controls are drawn from log-normal distributions and modified as noted. (α0, α1) = (1.2, 0.45). ( nD ,) = (100, 100). Sample means and sampling standard errors from 1000 simulations are shown.