How to compare two unpaired ROC curves

September 2, 2009 by Giuseppe Cardillo · Leave a Comment
Filed under: Statistics 
VN:F [1.8.1_1037]
Rating: 0 (from 0 votes)
VN:F [1.8.1_1037]
Rating: 8.0/10 (1 vote cast)

How to compare to unpaired ROC curves

This function was written to compare two unpaired ROC curves. What this means? This means that you have used the same classificator (i.e. a clinical test) on two different subsets of subjects. This function recalls another function of mine, ROC, to perform all the required computations.

The inputs are, as in ROC, two Nx2 matrix: in the first column you must insert the test value and in the second you must insert 1 if the subject is a patient or 0 if he is healty (or, more general, use 1 and 0 to discriminate the subsets of subjects).

I.E. load uroccompdata

and then call uroccomp(x,y)

The output is a plot:

This is an example ot uroccomp output plot

This is an example ot uroccomp.m output plot

Then the function outputs the statistics computation:

ROC CURVES COMPARE

——————————————————————————–
………..ROC1      ROC2
——————————————————————————–
AUC       0.8994    0.9709
S.E.      0.0308    0.0166
——————————————————————————–
z       2-tails p-value
2.0445  0.040907           The areas are statistically different

where AUC is Area under the curve and S.E. is Standard Error.

If any problems occurs in execution, or if you found a bug, have a suggestion or question just contact me at:

giuseppe dot cardillo-edta at poste dot it

You can visit my homepage http://home.tele2.it/cardillo

My profile on XING http://www.xing.com/go/invita/13675097

My profile on LinkedIN http://it.linkedin.com/in/giuseppecardillo

Download Now

VN:F [1.8.1_1037]
Rating: 8.0/10 (1 vote cast)
VN:F [1.8.1_1037]
Rating: 0 (from 0 votes)

Popularity: 17% [?]

Share and Enjoy:
  • Print
  • Digg
  • Sphinn
  • del.icio.us
  • Facebook
  • Mixx
  • Google Bookmarks
  • Blogplay
  • Live
  • PDF
  • Technorati
  • Twitter
  • Yahoo! Bookmarks
  • Add to favorites
  • email
  • MySpace
  • RSS

ROC curve

August 25, 2009 by Giuseppe Cardillo · 2 Comments
Filed under: Statistics 
VN:F [1.8.1_1037]
Rating: +2 (from 2 votes)
VN:F [1.8.1_1037]
Rating: 7.5/10 (4 votes cast)

ROC – Receiver Operating Characteristics.

The ROC graphs are a useful technique for organizing classifiers and visualizing their performance. ROC graphs are commonly used in medical decision making.
The function computes and plots the classical ROC curve and the mirrored ROC curve (in my opinion, it is more useful).

An example of roc.m output plot

An example of roc.m output plot

The input is a Nx2 matrix: in the first column you must insert the test value and in the second you must insert 1 if the subject is a patient or 0 if he is healthy (or, more general, use 1 and 0 to discriminate the subsets of subjects).
I.E. X=[165 1; 140 1; .... 166 0; 176 0] (load rocdata) then call roc(X).

The function will return a table

ROC CURVE DATA
——————————————–
Cut-off point     Sensitivity     Specificity

131.0000          0.2414        0.9762
132.0000          0.2586        0.9762

151.0000          0.7500        0.8095
152.0000          0.8017        0.8095

218.0000          1.0000        0.0476
239.0000          1.0000        0.0238
——————————————————————————–

and the statistic results:

ROC CURVE ANALYSIS

——————————————————————————–
AUC        S.E.           95% C.I.          Comment
——————————————————————————–
0.87541    0.02713    0.82224    0.92858    Good test
——————————————————————————–
Standardized AUC       1-tail p-value
13.8375                0.000000            The area is statistically greater than 0.5

Cut-off point for best Sensitivity and Specificity (blu circle in plot)= 152.0000
In the ROC plot, the cut-off point is the closest to [0,1] point or, if you want, the closest to the green line

where AUC is Area under the curve and S.E. is Standard Error

If you have downloaded partest (http://www.advancedmcode.org/partest.html) the routine will compute several data on test performance.

If any problems occurs in execution, or if you found a bug, have a suggestion or question just contact me at:

giuseppe dot cardillo-edta at poste dot it

You can visit my homepage http://home.tele2.it/cardillo

My profile on XING http://www.xing.com/go/invita/13675097

My profile on LinkedIN http://it.linkedin.com/in/giuseppecardillo

Download Now

VN:F [1.8.1_1037]
Rating: 7.5/10 (4 votes cast)
VN:F [1.8.1_1037]
Rating: +2 (from 2 votes)

Popularity: 31% [?]

Share and Enjoy:
  • Print
  • Digg
  • Sphinn
  • del.icio.us
  • Facebook
  • Mixx
  • Google Bookmarks
  • Blogplay
  • Live
  • PDF
  • Technorati
  • Twitter
  • Yahoo! Bookmarks
  • Add to favorites
  • email
  • MySpace
  • RSS