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Re: st: Speed of ROC analysis

From   Gary Longton <[email protected]>
To   [email protected]
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:

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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