The somers2 function in the Hmisc library computes the area under the ROC. The
Hmisc rcorr.cens function will compute the standard error of Somers' Dxy rank
correlation. Dxy=2(ROC - .5). -Frank Harrell
On Thu, 28 Feb 2002 01:37:05 -0800 (PST)
james mugodo <jmugodo@yahoo.com> wrote:
> Hi all
>
> I have generated logistic regression models, GAMs and
> classification tree models for presence absence data.
> I want to compare their predictive performance using
> the statistic of the area under the curve of a ROC
> plot. I want to estimate the Area under the curve of a
> ROC plot by dividing the Wilcoxon two-sample test
> statistic by the product of the absence and presence
> data (Hanley and McNeil, 1982).
>
> The problem is that S-Plus gives the normal Z
> statistic without specifying the Wilcoxon two-sample
> test statistic. How can I tell S-Plus to give me the
> Wilcoxon two-sample test statistic?
>
> Any other ways of estimating the area under the curve
> of a ROC plot using S-Plus would be most appreciated.
>
> Hanley, J.A. and McNeil, B.J. (1982), "The Meaning and
> Use of the Area under a Receiver Operating
> Characteristic (ROC) Curve," Radiology, 143 29 -36.
>
> thanks and cheers
>
> James
>
>
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--
Frank E Harrell Jr Prof. of Biostatistics & Statistics
Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences
U. Virginia School of Medicine http://hesweb1.med.virginia.edu/biostat
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