Message-ID: <454F9FDD.1000008@vanderbilt.edu>
Date: 2006-11-06T20:49:33Z
From: Frank E Harrell Jr
Subject: Correlated ROC curves
In-Reply-To: <83217d00611061229w741ae81dm9ae6e6435d425228@mail.gmail.com>
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