Many thanks Al and Yulia for your alternative solution and fix.
Cheers, Garry
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Yulia
Marchenko, StataCorp LP
Sent: Saturday, 31 October 2009 4:28 AM
To: [email protected]
Subject: Re: st: Roctab and binomial exact confidence interval
Garry Anderson <[email protected]> asks about the binomial
confidence interval reported by -roctab- when the estimated area under
the receiver operating characteristics curve is one:
>
> ROC -- Binomial Exact --
> Obs Area Std. Err. [95% Conf. Interval]
> --------------------------------------------------------
> 109 1.0000 0.0000 0.00023 0.05006
>
>
> How does one interpret the 95% CI of 0.00023 to 0.05006 when the ROC
> area is 1.00? I have seen a dataset (n=47, 15 +ve) where the ROC area
> was 1.00 and I wish to determine the lower 95%CI.
Garry discovered a bug in -roctab- with the -binomial- option when the
ROC area estimate is one. We will fix this in the next update.
Meanwhile, Garry can obtain the lower bound for the ROC area estimate by
using -cii-. For the above example the lower bound is 0.9667233:
. cii 109 109
Variable | Obs Mean Std. Err. [95% Conf.
Interval]
-------------+----------------------------------------------------------
-------------+-----
| 109 1 0 .9667233
1*
(*) one-sided, 97.5% confidence interval
For a dataset with 47 observations the lower bound is 0.9245153:
. cii 47 47
-- Binomial
Exact --
Variable | Obs Mean Std. Err. [95% Conf.
Interval]
-------------+----------------------------------------------------------
-------------+-----
| 47 1 0 .9245143
1*
(*) one-sided, 97.5% confidence interval
-- Yulia
[email protected]
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