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Re: st: ROC-curves


From   "Roger B. Newson" <r.newson@imperial.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ROC-curves
Date   Mon, 14 Oct 2013 18:24:21 +0100

To get the area under the curve with confidence limits, use the -somersd- package, which you can download from SSC. To estimate the AUC instead of Somers' D (the default), use the option -transf(c)-.

And, to get confidence intervals for the sensitivity at a given false-positive rate, use the -roccurve- package (Pepe et al., 2009; Janes et al., 2009), which you can download from the Stata Journal website.by typing, in Stata,

findit roccurve

and installing the latest version of the package.

I hope this helps.

Best wishes

Roger

References

Pepe MS, Longton G, Janes H. 2009. Estimation and comparison of receiver operating characteristic curves. The Stata Journal 9(1): 1-16. Download from
http://www.stata-journal.com/article.html?article=st0154

Janes H, Longton G, Pepe MS. 2009. Accommodating covariates in receiver operating characteristic analysis. The Stata Journal 9(1): 17-39. Download from
http://www.stata-journal.com/article.html?article=st0155


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

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

On 14/10/2013 17:54, Ragnhild Bergene Skråstad wrote:
Hi!
I investigate how diffrent tests, in combination, can predict a given outcome.

I have made a logistic model with the command "logistic" and plotted the ROC-curve with the command "lroc". This cave me the ROC-curve and the AUC. I wonder:
- how can I get the 95 % CI for this AUC?
and
- I would like to get the sensitivity at a given fixed false-positive rate. Do I have to get all the coordinates on the ROC curve and identify the one at the FPR at interest- and if so, how do I do that, or is it a direct way to do this?
best wishes
Ragnhild B Skråstad





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