Answer by Frank Harrell for How to calculate Area Under the Curve (AUC), or...
Karl's post has a lot of excellent information. But I have not yet seen in the past 20 years an example of an ROC curve that changed anyone's thinking in a good direction. The only value of an ROC...
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Answer by Alexey Grigorev for How to calculate Area Under the Curve (AUC), or...
Have a look at this question: Understanding ROC curveHere's how to build a ROC curve (from that question):Drawing ROC curvegiven a data set processed by your ranking classifier rank test examples on...
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Answer by Karl Ove Hufthammer for How to calculate Area Under the Curve...
I would recommend Hanley’s & McNeil’s 1982 paper ‘The meaning and use of the area under a receiver operating characteristic (ROC) curve’.ExampleThey have the following table of disease status and...
View ArticleAnswer by user73455 for How to calculate Area Under the Curve (AUC), or the...
You have true value for observations. Calculate posterior probability and then rank observations by this probability. Assuming cut-off probability of $P$ and number of observations...
View ArticleAnswer by Jeff for How to calculate Area Under the Curve (AUC), or the...
Here is an alternative to the natural way of calculating AUC by simply using the trapezoidal rule to get the area under the ROC curve. The AUC is equal to the probability that a randomly sampled...
View ArticleHow to calculate Area Under the Curve (AUC), or the c-statistic, by hand
I am interested in calculating area under the curve (AUC), or the c-statistic, by hand for a binary logistic regression model.For example, in the validation dataset, I have the true value for the...
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