American Statistical Association
New York City
Metropolitan Area Chapter

Memorial Sloan-Kettering Cancer Center
Biostatistics Seminar



CANCELED DUE TO INCLEMENT WEATHER

Yichuan Zhao, Ph.D.
Department of Mathematics & Statistics
Georgia State University

SMOOTHED JACKKNIFE EMPIRICAL LIKELIHOOD INFERENCE
FOR ROC CURVES WITH MISSING DATA

In this paper, we apply smoothed jackknife empirical likelihood (JEL) method to construct confidence intervals for the receiver operating characteristic (ROC) curve with missing data. After using hot deck imputation, we generate pseudo-jackknife sample to develop jackknife empirical likelihood. Comparing to traditional empirical likelihood method, the smoothed JEL has a great advantage in saving computational cost. Under mild conditions, the smoothed jackknife empirical likelihood ratio converges to a scaled chi-square distribution. Furthermore, simulation studies in terms of coverage probability and average length of confidence intervals demonstrate this proposed method has the good performance in small sample sizes. A real data set is used to illustrate our proposed JEL method.

This is joint work with Dr. Hanfang Yang.


Date: Wednesday, January 22, 2014
Time: 4:00 - 5:00 P.M.
Location: Memorial Sloan-Kettering Cancer Center
Department of Epidemiology and Biostatistics
307 East 63rd Street
(between First and Second Avenues)
3rd Floor Conference Room
New York, New York
Note: To gain access to the building, please follow the directions by the telephone in the foyer.

RESERVATIONS ARE NOT REQUIRED


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