Abstract
Biomarkers abound in many areas of clinical research, and often investigators are interested in combining them for diagnosis, prognosis, or screening. In many applications, the true positive rate (TPR) for a biomarker combination at a prespecified, clinically acceptable false positive rate (FPR) is the most relevant measure of predictive capacity. We propose a distribution-free method for constructing biomarker combinations by maximizing the TPR while constraining the FPR. Theoretical results demonstrate desirable properties of biomarker combinations produced by the new method. In simulations, the biomarker combination provided by our method demonstrated improved operating characteristics in a variety of scenarios when compared with alternative methods for constructing biomarker combinations. Thus, use of our method could lead to the development of better biomarker combinations, increasing the likelihood of clinicaladoption.
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