Resumen: Combining multiple biomarkers to provide predictive models with a greater discriminatory ability is a discipline that has received attention in recent years. Choosing the probability threshold that corresponds to the highest combined marker accuracy is key in disease diagnosis. The Youden index is a statistical metric that provides an appropriate synthetic index for diagnostic accuracy and a good criterion for choosing a cut-off point to dichotomize a biomarker. In this study, we present a new stepwise algorithm for linearly combining continuous biomarkers to maximize the Youden index. To investigate the performance of our algorithm, we analyzed a wide range of simulated scenarios and compared its performance with that of five other linear combination methods in the literature (a stepwise approach introduced by Yin and Tian, the min-max approach, logistic regression, a parametric approach under multivariate normality and a non-parametric kernel smoothing approach). The obtained results show that our proposed stepwise approach showed similar results to other algorithms in normal simulated scenarios and outperforms all other algorithms in non-normal simulated scenarios. In scenarios of biomarkers with the same means and a different covariance matrix for the diseased and non-diseased population, the min-max approach outperforms the rest. The methods were also applied on two real datasets (to discriminate Duchenne muscular dystrophy and prostate cancer), whose results also showed a higher predictive ability in our algorithm in the prostate cancer database Idioma: Inglés DOI: 10.3390/math10081221 Año: 2022 Publicado en: Mathematics 10, 8 (2022), 1221 [26 pp.] ISSN: 2227-7390 Factor impacto JCR: 2.4 (2022) Categ. JCR: MATHEMATICS rank: 23 / 329 = 0.07 (2022) - Q1 - T1 Factor impacto CITESCORE: 3.5 - Engineering (Q2) - Mathematics (Q1) - Computer Science (Q2)