At 11:54 AM 3/23/2006, Frank Samuelson wrote: >The seROC routine you included is an very good approximation to the >standard error of the Mann-Whitney-Wilcoxon/Area under the ROC curve >statistic. It is derived from negative exponential models, but works >very well in general (e.g. Hanley and McNeil, Diagnostic Radiology, >1982, v. 143, p. 29). >A more general estimator of the variance is given by Campbell, >Douglas and Bailey, Proc. Computers in Cardiology, 1988, p.267) >I've implemented that in R code included below. It is not an unbiased >estimator, but it is very close. > >The cROC function is probably not what you want, however. >It assumes that the data from the two different area measures >are independent. You said your measures are "from the same dataset." >Your different AUC measures will be highly correlated. >There are a number of methods to deal with correlated ROC curves >in existence. > >If you are interested in performing hypothesis testing on the difference >in AUC of two parameters, I would suggest a permutation test. >Permuting the ranks of the data between parameters is >simple and works well.
Laurent, Jarek, Frank My routines seROC and cROC was developed based in the paper A method of comparing the areas under Receiver Operating Characteristic curves derived from the same cases. Hanley JA & McNeil BJ, Radiology 1983 148 839-43 The seROC is calculation of standart error of ROC and cROC is calculation of statistical significance for two AUC in same sample. I don´t documented this rotine but it assume that the data from the two different area measures are DEPENDENT. A dependency of two measure is fix with incorporation of Pearson correlation among this measures. I wait that this information helps yours to fix this problem. Well... If you s think I can help yours just talk. Bernardo Rangel Tura, MD, MSc National Institute of Cardiology Laranjeiras Rio de Janeiro Brazil ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
