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Re: st: RE: weird ROC curve


From   Arnold Kester <arnold.kester@stat.unimaas.nl>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: weird ROC curve
Date   06 Dec 2002 21:01:11 +0100

On Fri, 2002-12-06 at 14:52, Cleves, Mario A wrote:
> Arnold Kester <mailto:arnold.kester@stat.unimaas.nl> asked: 
> 
> >I just produced the weirdest ROC curve I've ever seen, and I suspect there's a bug in roctab. >The curve jumps up and down which is by definition not possible. For your amusement and 
> >curiosity I append the data. I am aware that as a diagnostic, x is worthless to predict y.
> 
> I suspect that Arnold has one of several pathologic data cases that are better analyzed using Lorenz-like curves as proposed by Lee(1999), and referred to on page 138 of the Q-St Reference manual.
> 
I don't agree, it's not my point whether the analysis is proper for
these data. Even when the data are 'pathological', which I doubt, the
ROC curve should be drawn as it is defined. And by definition, the curve
cannot be non-monotone. If the curve is drawn wrong in this case, how
can we be confident that it will be correct in other instances?

Regards,
Arnold Kester


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