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To clarify (per @robin request), suppose we have $j=4$ scores, say $x_j$ (e.g., anxiety, impulsivity, neuroticism, sensation seeking), and we want to find a cut-off value $t_j$ (i.e."positive case" if $x_jt_j$, "negative case" otherwise) for each of them.Some asymptotic properties of the proposed methods are derived.Simulation studies show that the grouped variable selection is superior to separate model selections.In the present work, we propose to analyze the discriminative power of CRIB scale, using ROC regression analysis with GLM (Generalized Linear Models), in the classification of babies with and without the presence of covariates (newborn gender and mothers age).

Now, what about adjusting impulsivity (IMP) on gender, age, and sensation seeking (SS) since SS is known to correlate with IMP?In other words, we would have a cut-off value for IMP where effect of age, gender and anxiety level are removed.Apart from saying that a cut-off must remain as simple as possible, my response was About covariates, I would recommend estimating the AUCs with and without adjustment, just to see if the predictive performance increase.In this paper, the authors demonstrate the need for covariate adjustment in studies of classification accuracy, discuss methods for adjusting for covariates, and distinguish covariate adjustment from several other related, but fundamentally different, uses for covariates.They draw analogies and contrasts throughout with studies of association.

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