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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