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st: Speed of ROC analysis


From   "Shaw, Jim (NIH/NCI)" <shawjim@mail.nih.gov>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: Speed of ROC analysis
Date   Mon, 14 Jul 2003 14:57:36 -0400

Dear Statalist:
 
Has anyone developed faster versions of roctab or roccomp (using DeLong et
al.'s estimated standard errors)?  The versions available in Stata 8 (as
well as in earlier versions of Stata) run very slowly when used with large
samples (e.g., 500-1000 observations).  For example, in simulations I have
been performing, it generally takes about 24 hours to complete 1000
repetitions of roccomp in samples consisting of 1000 observations each.  I
suspect the problem is related to the fact that all possible pairwise
comparisons are being made between scores for true-positive and
true-negative subjects.  
 
Thanks.
 
--
James Shaw
Research Associate
College of Pharmacy
The University of Arizona
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