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Table 2 Formulas for the different confidence intervals from section Methods

From: A modified Wald interval for the area under the ROC curve (AUC) in diagnostic case-control studies

Confidence interval (denotation)

Range-preserving

Result for AUC = 1

Limits

Logit-transformation-based (LT)

Yes

No

expit logit ( AUC ̂ ) ± z · s / AUC ̂ ( 1 - AUC ̂ ) n

Mann-Whitney (MW)

No

No

AUC ̂ ±z·s/ n

Bamber (Bamber)

No

Yes

AUC ̂ ±z·se

Binormal (Binormal)

No

No

AU C ±z· s / n

Wilson (Wilson)

Yes

Yes

AUC ̂ + 0.5 t / 1 + t ± AUC ̂ ( 1 - AUC ̂ ) t + 0.25 t 2 / 1 + t

... with continuity correction (Wilson-cc)

Yes

Yes

lower: 2 n AUC ̂ + z 2 - 1 - z z 2 - 2 - 1 / n + 4 AUC ̂ ( n ( 1 - AUC ̂ ) + 1 ) / (2(n + z 2))

   

upper: 2 n AUC ̂ + z 2 + 1 + z z 2 + 2 - 1 / n + 4 AUC ̂ ( n ( 1 - AUC ̂ ) + 1 ) / (2(n + z 2))

Agresti-Coull (A-C)

No

No

AUC ~ ±z AUC ~ ( 1 - AUC ~ ) n + 4

Clopper-Pearson (C-P)

Yes

No

lower: (k · f(α/2,2k,2(n - k + 1)))/ (n - k + 1 + k · f(α/2,2k,2(n - k + 1)))

   

upper: ((k + 1)f(1 - α/2,2(k + 1),2(n - k)))/ (n - k + (k + 1)f(1 - α/2,2(k + 1),2(n - k)))

Modified Wald (Wald)

No

No

AUC ̂ ±z AUC ̂ ( 1 - AUC ̂ ) 0.75 n - 1

... with continuity correction(Wald-cc)

No

Yes

AUC ̂ ±z AUC ̂ ( 1 - AUC ̂ ) 0.75 n - 1 +1/(2n)