Linear biomarker combination for constrained classification
提出一种线性组合方法，在满足敏感度或特异度约束下最大化临床效用，具有立方根渐近性和稳健性，并通过算法实现高效计算。
Multiple biomarkers are often combined to improve disease diagnosis. The uniformly optimal combination, i.e., with respect to all reasonable performance metrics, unfortunately requires excessive distributional modeling, to which the estimation can be sensitive. An alternative strategy is rather to pursue local optimality with respect to a specific performance metric. Nevertheless, existing methods may not target clinical utility of the intended medical test, which usually needs to operate above a certain sensitivity or specificity level, or do not have their statistical properties well studied and understood. In this article, we develop and investigate a linear combination method to maximize the clinical utility empirically for such a constrained classification. The combination coefficient is shown to have cube root asymptotics. The convergence rate and limiting distribution of the predictive performance are subsequently established, exhibiting robustness of the method in comparison with others. An algorithm with sound statistical justification is devised for efficient and high-quality computation. Simulations corroborate the theoretical results, and demonstrate good statistical and computational performance. Illustration with a clinical study on aggressive prostate cancer detection is provided.