Joint Statistical Inference for the Area under the ROC Curve and Youden Index under a Density Ratio Model

The receiver operating characteristic (ROC) curve is a valuable statistical tool in medical research. It assesses a biomarker’s ability to distinguish between diseased and healthy individuals. The area under the ROC curve ((Formula presented.)) and the Youden index (J) are common summary indices used to evaluate a biomarker’s diagnostic accuracy. Simultaneously examining (Formula presented.) and J offers a more comprehensive understanding of the ROC curve’s characteristics. In this paper, we utilize a semiparametric density ratio model to link the distributions of a biomarker for healthy and diseased individuals. Under this model, we establish the joint asymptotic normality of the maximum empirical likelihood estimator of (Formula presented.) and construct an asymptotically valid confidence region for (Formula presented.). Furthermore, we propose a new test to determine whether a biomarker simultaneously exceeds prespecified target values of (Formula presented.) and (Formula presented.) with the null hypothesis (Formula presented.) or (Formula presented.) against the alternative hypothesis (Formula presented.) and (Formula presented.). Simulation studies and a real data example on Duchenne Muscular Dystrophy are used to demonstrate the effectiveness of our proposed method and highlight its advantages over existing methods.