ROC curves in nonparametric location-scale regression models

The receiver operating characteristic curve (ROC curve) is a tool of extensive use to analyse the discrimination capability of a diagnostic variable in medical studies. In certain situations, the presence of a covariate related to the diagnostic variable can increase the discriminating power of the ROC curve. In this article we model the effect of the covariate over the diagnostic variable by means of nonparametric location-scale regression models. We propose a new nonparametric estimator of the conditional ROC curve and study its asymptotic properties. We also present some simulations and an illustration to a data set concerning diagnosis of diabetes.