Page 133 - Contributed Paper Session (CPS) - Volume 6
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CPS1848 J.A. Roldán-Nofuentes et al.

             PPV   ˆ  1  pn n  pn n n  n      and  NPV   ˆ  1  pn  n  qn n  qn n
                             2 11
                                                             1 20
                                                                
                                                            n
                            qn
                      2 11
            for Test 1, and   1  2  20                2  1   11    1 20
             PPV   ˆ      pn n           and  NPV   ˆ     qn n
                             2 1 1
                                                              1 2 0
                 2
                                                                 
                    pn n   qn 1 n  n 2 0      2  pn 2 n  n 1 1  qn n
                                                                     1 2 0
                                                          1
                                 2
                      2 1 1
            for Test 2, when  q   1  p . Let the variance-covariance matrixes be defined as
                                     
                          
                                                                            
                                                                 
                     Var Se     Cov Se ,Se              Var Sp      Cov Sp  ,Sp  
                                                                 ˆ
                                                                                 ˆ
                          ˆ
                                          ˆ
                                      ˆ
                                                                             ˆ
                ˆ Se       1        1  2       and    ˆ Sp        1  1   2      .
                                                              
                       
                                                                               
                                        
                            ˆ
                                                               ˆ
                         ˆ
                                                                               ˆ
                                        ˆ
                                                                   ˆ
                     Cov Se  ,Se   Var Se               Cov Sp  ,Sp    Var Sp   
                         1   2          2                     1   2           2   
                                   T
                       ,
                              ,
                           ,
            Let  θ  Se Se Sp Sp 2   be a vector whose components are the sensitivities
                      1
                          2
                             1
                                                                   T
                                                       ,
                                                  ,
            and the specificities, and let ω  PPV PPV NPV NPV   2   be a vector whose
                                                             ,
                                                 1
                                                      2
                                                            1
            components are the predictive values. The variance-covariance matrix of θ  is
                                                                                   ˆ
                                                1 0         0 0
                                                             ,
                                                          ˆ Se 
                                            ˆ θ
                                                0 0         0 1    ˆ Sp
            where    is the product of Kronecker. Applying the delta method, the matrix
            of variances- covariances of  ˆ ω  is
                                                    ω       ˆ ω   ω        T  .
                                                                 
                                                  ˆ
                                                      θ    θ  θ     
                 Then, we study the joint comparison and the individual comparison of the
            PVs of the two BDTs. In both cases, and as has been explained in Section 1, it
            is assumed that there is an estimation of the disease prevalence based on a
            health survey or other studies.
            Global hypothesis test
                 The global hypothesis test to simultaneously compare the PVs of the two
            BDTs is
                                                      H
               H 0   : PPV   1  PPV 2   and  NPV   1  NPV 2   vs   :at least one equality is not true,
                                                       1
            which is equivalent to the hypothesis test
                                              H  : Aω     vs  H Aω   0  0,
                                                              :
                                               0             1
            where  A  is a complete range design matrix and a dimension 2 4 , i.e.
                                              1 0
                                                            1
                                        A         1  .
                                              0 1 
               As the vector  ˆ ω  is distributed asymptotically according to a multivariate
            normal  distribution  i.e.  n  n 2   ˆ ω ω   N  ,0 Σ ω  ,  then  the  statistic
                                                     1 n n 
                                      1
                                                       2
            for the global hypothesis test is
                                              Q   2  ˆ  T  T     ˆ  ˆ ω A T   1   Aω ,
                                                                    ˆ ω A A
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