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

RE: st: Speed of ROC analysis


From   "Shaw, Jim (NIH/NCI)" <shawjim@mail.nih.gov>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Speed of ROC analysis
Date   Tue, 15 Jul 2003 07:18:24 -0400

Gary and Roger:

Thank you very much for your suggestions and help.  

--
James



-----Original Message-----
From: Roger Newson [mailto:roger.newson@kcl.ac.uk]
Sent: Monday, July 14, 2003 4:35 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Speed of ROC analysis


At 14:57 14/07/03 -0400, James Shaw wrote:
>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.
>

I think James's problem is indeed that the calculation of the ROC curve 
uses loops over observations. This is definitely a problem with my 
-somersd- package, downloadable from SSC, which calculates Somers' D, which 
is related to the ROC area by the formula D=2A-1 (where D is Somers' D and 
A is the ROC area). I plan in the long run to write a successor package to 
-somersd- using plugins, but this is not expected to happen immediately. I 
think ROC curve calculation might equally be improved by using plugins, but 
I don't know if StataCorp plan to do this soon.

More about the -somersd- package, and its connection with ROC areas, can be 
found in a Stata Journal article (Newson, 2002). A pre-publication draft of 
this article can be downloaded from my website at

http://www.kcl-phs.org.uk/rogernewson

which is accessible either using a browser or using the Stata -net- command.

Roger

References

Newson R. Parameters behind "nonparametric" statistics: Kendall's tau, 
Somers' D and median differences. The Stata Journal 2002; 2(1):45-64.


--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
   or 020 7848 6605 International +44 20 7848 6605
Email: roger.newson@kcl.ac.uk
Website: http://www.kcl-phs.org.uk/rogernewson

Opinions expressed are those of the author, not the institution.

*
*   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/
*
*   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