Generalized confidence intervals for the covariate-specific overlap coefficient
Abstract
Continuous diagnostic tests are often used to discriminate between diseased and healthy populations. Therefore, it is important to look for measures to assess the effectiveness of diagnostic markers in discriminating between these two states. The overlap coefficient (OVL), which is defined as the area of intersection of the graphs of two probability density functions, is considered as a summary measure of diagnostic accuracy. Often additional information is available on some of the covariates which are known to influence the accuracy of such measures. Consequently, in this work we incorporate covariate information using linear regression models with normally distributed errors, enabling the construction of the OVL estimator based on the ordinary least squares estimates of the regression coefficients. We further develop a method for constructing generalized confidence intervals for the covariate-specific overlap coefficient. A simulation study is conducted to assess the finite-sample performance of the proposed generalized confidence interval method and to compare it with other procedures. Finally, an illustration to assess the age-specific accuracy of glucose as a biomarker of diabetes is provided.
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BibTeX
@misc{alcarazpenalba2026generalized,
title = {{Generalized confidence intervals for the covariate-specific overlap coefficient}},
author = {Alba Alcaraz-Peñalba and Alba María Franco-Pereira and María del Carmen Pardo},
howpublished = {arXiv},
year = {2026},
month = nov,
doi = {10.48550/arxiv.2611.07923},
eprint = {2611.07923},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2611.07923},
}
RIS
TY - UNPB
TI - Generalized confidence intervals for the covariate-specific overlap coefficient
AU - Alba Alcaraz-Peñalba
AU - Alba María Franco-Pereira
AU - María del Carmen Pardo
PY - 2026
DA - 2026/11/05
PB - arXiv
DO - 10.48550/arxiv.2611.07923
UR - https://arxiv.org/abs/2611.07923
AB - Continuous diagnostic tests are often used to discriminate between diseased and healthy populations. Therefore, it is important to look for measures to assess the effectiveness of diagnostic markers in discriminating between these two states. The overlap coefficient (OVL), which is defined as the area of intersection of the graphs of two probability density functions, is considered as a summary measure of diagnostic accuracy. Often additional information is available on some of the covariates which are known to influence the accuracy of such measures. Consequently, in this work we incorporate covariate information using linear regression models with normally distributed errors, enabling the construction of the OVL estimator based on the ordinary least squares estimates of the regression coefficients. We further develop a method for constructing generalized confidence intervals for the covariate-specific overlap coefficient. A simulation study is conducted to assess the finite-sample performance of the proposed generalized confidence interval method and to compare it with other procedures. Finally, an illustration to assess the age-specific accuracy of glucose as a biomarker of diabetes is provided.
ER -