Estimation of the ROC curve and the area under it with complex survey data

Abstract

Logistic regression models are widely applied in daily practice. Hence, it is necessary to ensure they have an adequate predictive performance, which is usually estimated by means of the receiver operating characteristic (ROC) curve and the area under it (area under the curve [AUC]). Traditional estimators of these parameters are thought to be applied to simple random samples but are not appropriate for complex survey data. The goal of this work is to propose new weighted estimators for the ROC curve and AUC based on sampling weights which, in the context of complex survey data, indicate the number of units that each sampled observation represents in the population. The behaviour of the proposed estimators is evaluated and compared with the traditional unweighted ones by means of a simulation study. Finally, weighted and unweighted ROC curve and AUC estimators are applied to real survey data in order to compare the estimates in a real scenario. The results suggest the use of the weighted estimators proposed in this work in order to obtain unbiassed estimates for the ROC curve and AUC of logistic regression models fitted to complex survey data.