Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Speed of ROC analysis


From   Gary Longton <glongton@fhcrc.org>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Speed of ROC analysis
Date   Mon, 14 Jul 2003 13:23:39 -0700

Shaw, Jim (NIH/NCI) wrote:

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.
For the single test variable case (-roctab-), I have written an alternative (-emroc-) which should calculate faster AUC se's (per DeLong, Delong, and Clark-Pearson) though the SE calculation does not include the correction for ties that -roctab- does, and does not include other SE alternatives. I believe the DeLong SE calculation in -roctab- is bogged down because it loops through observations.

I've never posted/submitted -emroc- to the SSC because it was in many respects redundant of -roctab- (the first version of -emroc- was written at about the time when Stata and Mario Cleves made -roctab- and the corresponding suite of other ROC programs available).

If interested in the single test case, the emroc.ado and emroc.hlp files can be obtained from:

http://www.fhcrc.org/labs/pepe/book/

the .toc and .pkg files necessary for automatic installation are unfortunately not yet there, but you can download the files in any case.

- Gary





*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index