Stata 15 help for roccomp

[R] roccomp -- Tests of equality of ROC areas

Syntax

Test equality of ROC areas

roccomp refvar classvar [classvars] [if] [in] [weight] [, roccomp_options]

Test equality of ROC area against a standard ROC curve

rocgold refvar goldvar classvar [classvars] [if] [in] [weight] [, rocgold_options]

roccomp_options Description ------------------------------------------------------------------------- Main by(varname) split into groups by variable test(matname) use contrast matrix for comparing ROC areas graph graph the ROC curve norefline suppress plotting the 45-degree reference line separate place each ROC curve on its own graph summary report the area under the ROC curve binormal estimate areas by using binormal distribution assumption line#opts(cline_options) affect rendition of the #th binormal fit line level(#) set confidence level; default is level(95)

Plot plot#opts(plot_options) affect rendition of the #th ROC curve

Reference line rlopts(cline_options) affect rendition of the reference line

Y axis, X axis, Titles, Legend, Overall twoway_options any options other than by() documented in [G-3] twoway_options -------------------------------------------------------------------------

rocgold_options Description ------------------------------------------------------------------------- Main sidak adjust the p-value by using Sidak's method test(matname) use contrast matrix for comparing ROC areas graph graph the ROC curve norefline suppress plotting the 45-degree reference line separate place each ROC curve on its own graph summary report the area under the ROC curve binormal estimate areas by using binormal distribution assumption line#opts(cline_options) affect rendition of the #th binormal fit line level(#) set confidence level; default is level(95)

Plot plot#opts(plot_options) affect rendition of the #th ROC curve; plot 1 is the "gold standard"

Reference line rlopts(cline_options) affect rendition of the reference line

Y axis, X axis, Titles, Legend, Overall twoway_options any options other than by() documented in [G-3] twoway_options -------------------------------------------------------------------------

plot_options Description ------------------------------------------------------------------------- marker_options change look of markers (color, size, etc.) marker_label_options add marker labels; change look or position cline_options change look of the line -------------------------------------------------------------------------

fweights are allowed; see weight.

Menu

roccomp

Statistics > Epidemiology and related > ROC analysis > Test equality of two or more ROC areas

rocgold

Statistics > Epidemiology and related > ROC analysis > Test equality of ROC area against gold standard

Description

roccomp and rocgold are used to perform receiver operating characteristic (ROC) analyses with rating and discrete classification data.

The two variables refvar and classvar must be numeric. The reference variable indicates the true state of the observation, such as diseased and nondiseased or normal and abnormal, and must be coded as 0 and 1. The rating or outcome of the diagnostic test or test modality is recorded in classvar, which must be at least ordinal, with higher values indicating higher risk.

roccomp tests the equality of two or more ROC areas obtained from applying two or more test modalities to the same sample or to independent samples. roccomp expects the data to be in wide form when comparing areas estimated from the same sample and in long form for areas estimated from independent samples.

rocgold independently tests the equality of the ROC area of each of several test modalities, specified by casevar, against a "gold standard" ROC curve, goldvar. For each comparison, rocgold reports the raw and the Bonferroni-adjusted p-value. Optionally, Sidak's adjustment for multiple comparisons can be obtained.

See [R] rocfit and [R] rocreg for commands that fit maximum-likelihood ROC models.

Options

+------+ ----+ Main +-------------------------------------------------------------

by(varname) (roccomp only) is required when comparing independent ROC areas. The by() variable identifies the groups to be compared.

sidak (rocgold only) requests that the p-value be adjusted for the effect of multiple comparisons by using Sidak's method. Bonferroni's adjustment is reported by default.

test(matname) specifies the contrast matrix to be used when comparing ROC areas. By default, the null hypothesis that all areas are equal is tested.

graph produces graphical output of the ROC curve.

norefline suppresses plotting the 45-degree reference line from the graphical output of the ROC curve.

separate is meaningful only with roccomp and specifies that each ROC curve be placed on its own graph rather than one curve on top of the other.

summary reports the area under the ROC curve, its standard error, and its confidence interval. This option is needed only when also specifying graph.

binormal specifies that the areas under the ROC curves to be compared should be estimated using the binormal distribution assumption. By default, areas to be compared are computed using the trapezoidal rule.

line#opts(cline_options) affect the rendition of the line representing the #th ROC curve drawn using the binormal distribution assumption; see [G-3] cline_options. These lines are drawn only if the binormal option is specified.

level(#) specifies the confidence level, as a percentage, for the confidence intervals. The default is level(95) or as set by set level.

+------+ ----+ Plot +-------------------------------------------------------------

plot#opts(plot_options) affect the rendition of the #th ROC curve -- the curve's plotted points connected by lines. The plot_options can affect the size and color of markers, whether and how the markers are labeled, and whether and how the points are connected; see [G-3] marker_options, [G-3] marker_label_options, and [G-3] cline_options.

For rocgold, plot1opts() are applied to the ROC for the gold standard.

+----------------+ ----+ Reference line +---------------------------------------------------

rlopts(cline_options) affects the rendition of the reference line; see [G-3] cline_options.

+-----------------------------------------+ ----+ Y axis, X axis, Titles, Legend, Overall +--------------------------

twoway_options are any of the options documented in [G-3] twoway_options. These include options for titling the graph (see [G-3] title_options), options for saving the graph to disk (see [G-3] saving_option), and the by() option (see [G-3] by_option).

Examples

Setup . webuse ct2

Test whether area under ROC for mod1 equals area under ROC for mod3 . roccomp status mod1 mod3

Add graph of ROC curves . roccomp status mod1 mod3, graph summary

Use contrast matrix C when comparing ROC areas . matrix C = (1,0,-1) . roccomp status mod1 mod2 mod3, test(C)

Compare mod2 and mod3 areas to the mod1 gold standard . rocgold status mod1 mod2 mod3

Add graph of ROC curves . rocgold status mod1 mod2 mod3, graph summary

Stored results

roccomp stores the following in r():

Scalars r(N_g) number of groups r(p) p-value for chi-squared test r(df) chi-squared degrees of freedom r(chi2) chi-squared

Matrices r(V) variance-covariance matrix

rocgold stores the following in r():

Scalars r(N_g) number of groups

Matrices r(V) variance-covariance matrix r(chi2) chi-squared vector r(df) chi-squared degrees-of-freedom vector r(p) vector of p-values for chi-squared tests r(p_adj) vector of adjusted p-values


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index