Comparing diagnostic tests using information theory: the INFO-ROC technique

Abstract
We continue our examination of diagnostic tests that are used to assign individuals to one of two mutually exclusive categories, those having or not having a particular disorder. Our last article showed how the information yielded by a test depends on the choice of cutoff and on the patient's pre-test probability of having the disorder. In this article, we demonstrate a method of optimizing a test's information yield that allows us to determine which of several tests gives the most information. Our technique allows us to compare a test's performance with that of a perfect diagnostic test.