Combining large number of weak biomarkers based on AUC

Combining multiple biomarkers to improve diagnosis and/or prognosis accuracy is a common practice in clinical medicine. Both parametric and non-parametric methods have been developed for finding the optimal linear combination of biomarkers to maximize the area under the receiver operating characteristic curve (AUC), primarily focusing on the setting with a small number of well-defined biomarkers. This problem becomes more challenging when the number of observations is not order of magnitude greater than the number of variables, especially when the involved biomarkers are relatively weak. Such settings are not uncommon in certain applied fields. The first aim of this paper is to empirically evaluate the performance of existing linear combination methods under such settings. The second aim is to propose a new combination method, namely, the pairwise approach, to maximize AUC. Our simulation studies demonstrated that the performance of several existing methods can become unsatisfactory as the number of markers becomes large, while the newly proposed pairwise method performs reasonably well. Furthermore, we apply all the combination methods to real datasets used for the development and validation of MammaPrint. The implication of our study for the design of optimal linear combination methods is discussed.