  The comparison of Receiver Operating Characteristic (ROC) curves is
frequently used in the literature to compare the discriminatory capability of
different classification procedures based on diagnostic variables. The
performance of these variables can be sometimes influenced by the presence of
other covariates, and thus they should be taken into account when making the
comparison. A new non-parametric test is proposed here for testing the equality
of two or more dependent ROC curves conditioned to the value of a
multidimensional covariate. Projections are used for transforming the problem
into a one-dimensional approach easier to handle. Simulations are carried out
to study the practical performance of the new methodology. A real data set of
patients with Pleural Effusion is analysed to illustrate this procedure.
