Correlated ROC curves
Seyed Reza Jafarzadeh wrote:
Hi, Is there any package or code to compare and display correlated ROC curves in R? Thanks, Reza
There are ways to compare ROC areas. This will not have very good power. The Hmisc package's rcorrp.cens function provides a test that deals with pairs of pairs of predictions and observed outcomes that I feel has much more power. It tests whether one predictor is 'more concordant' with the outcome than another.
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University