ROC analysis
Eleni Christodoulou wrote:
Richard, thanks, I think it will work. I will calculate the cutoff value and then, from the prediction object, find the fpr that is related to it and put it as argument to performance. I will keep you informed. Eleni
You will probably need to bootstrap the entire process to get a decent estimate of fpr as your cutoff was not specified in advance. Also note that you are implicitly assuming a constant utility function across all subjects because you are not using probabilities but are ignoring information by creating only a binary prediction. Frank Harrell
On Wed, Mar 19, 2008 at 11:51 AM, Richard Pearson < richard.pearson at postgrad.manchester.ac.uk> wrote:
Eleni Does the fpr.stop argument do what you want? This is described in ?performance under the details of the "auc" measure. Try, e.g. perform=performance(pred,measure="auc",fpr.stop=0.5) Richard. Eleni Christodoulou wrote:
Hello list, I am trying to perform ROC analysis and count the AUC in order to
validate
my results. I use package ROCR. I would like to count the AUC not under
the
cutoff found by "performance" but to use another cutoff that I
calculate.
How could I change the following command in order to get what I want? perform=performance(pred,measure="auc",x.measure="cutoff"), where pred
is a
prediction object.
Thank you very much,
Eleni
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http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
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______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University