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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 etFor 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.

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.

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

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**References**:**st: Speed of ROC analysis***From:*"Shaw, Jim (NIH/NCI)" <shawjim@mail.nih.gov>

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