Hanfang Yang, Yichuan Zhao

【Abstract】

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 empiricallikelihood 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.

【Keywords】

jackknife, smoothed empirical likelihood, missing data