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Re: ROC curves

To: asanquer@virbac.fr
Subject: Re: ROC curves
From: Frank E Harrell Jr <f.harrell@vanderbilt.edu>
Date: Tue, 05 Sep 2006 07:54:25 -0500
Cc: s-news <s-news@wubios.wustl.edu>
In-reply-to: <OFE379DDB2.E0F8497C-ONC12571E0.002AE4DE-C12571E0.002B2DCC@virbac.fr>
References: <OFE379DDB2.E0F8497C-ONC12571E0.002AE4DE-C12571E0.002B2DCC@virbac.fr>
User-agent: Thunderbird 1.5.0.5 (X11/20060728)
asanquer@virbac.fr wrote:

Hello,

does anyone know a S function which permitted to calculate the area under a ROC curve, as well as its standard error estimate ?

thanks for your help.

Annaële Sanquer
asansuer@virbac.fr

library(Hmisc)
rcorr.cens(prediction, outcome)

This gives you Somers' Dxy rank correlation between prediction and binary outcome and its standard error. Dxy = 2*(C-.5) where C is the ROC area or concordance probability.

--
Frank E Harrell Jr   Professor and Chair           School of Medicine
                     Department of Biostatistics   Vanderbilt University

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