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Efficient multivariate inference in general factorial diagnostic studies

Journal of Statistical Planning and Inference (JSPI), 2021
Abstract

We propose new simultaneous inference methods for diagnostic trials with elaborate factorial designs. Instead of the commonly used total area under the receiver operating characteristic curve, we focus on partial areas under the curve as parameters of interest. We construct a nonparametric multiple contrast test for these parameters and show that it asymptotically controls the family-wise type one error rate. Finite sample properties of this test are investigated in a series of computer experiments. We provide empirical and theoretical evidence supporting the conjecture that statistical inference about partial areas under the curve is more efficient than inference about the total area under the curve.

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