Research Article

Defining an Optimal Cut-Point Value in ROC Analysis: An Alternative Approach

Table 8

Bootstrap standard deviation, coverage probability, and mean length of the 95% confidence interval estimation of all methods. The gamma balanced scenario.

Sample
sizes
Minimum valueYouden indexConcordance probabilityPoint closest-to-(0-1) cornerIndex of Union
CoverageMean lengthCoverageMean
length
CoverageMean
length
CoverageMean
length
CoverageMean
length

0.801.121.351.381.41500.66130.8782.57520.44680.9341.71520.26610.9691.02990.22840.9660.88040.11050.9710.4336
1000.50480.8931.90220.35850.9431.39670.21420.9680.83940.17710.9640.68050.08380.9700.3202
2000.39970.9181.56380.29520.9461.13550.17370.9690.68290.14500.9680.57510.07740.9600.2872

1.731.791.811.821.74500.67670.9342.55120.47190.9501.81990.33170.9641.32980.25290.9660.94810.18940.9710.7289
1000.57190.9422.23250.36170.9561.42700.25510.9680.98120.19460.9650.74220.16740.9610.6163
2000.47300.9581.89350.30260.9591.16260.20960.9650.80760.15640.9580.59830.16180.9500.5822

2.542.452.412.362.48500.64090.9662.48460.48660.9701.92710.40020.9591.57880.30240.9681.16840.28910.9711.1234
1000.52570.9581.97210.39010.9671.52150.33100.9641.26160.23470.9680.89410.26310.9690.9996
2000.44220.9651.68170.32960.9641.30890.26240.9671.02130.18490.9680.72790.24520.9700.9433

3.513.423.383.243.37500.68810.9642.62820.55590.9632.20710.50910.9591.99670.42410.9571.64290.42950.9641.6911
1000.54910.9682.09110.47060.9621.83320.44210.9631.73840.33150.9701.29720.39470.9691.5351
2000.45110.9681.76410.38230.9571.50020.35940.9581.41430.24270.9660.95040.32920.9651.2568

~,  ~, and was taken as 0.79, 1.22, 1.97, and 3.82, respectively; for the true cut-points ,   ,   , and , the results of Rota and Antolini’s were used; for the true cut-point , the empirically estimated objective function is maximized.