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Re: Re: st: Re: cutoff point for ROC curve


From   Michael Stewart <michaelstewartresearch@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   Re: Re: st: Re: cutoff point for ROC curve
Date   Tue, 15 Oct 2013 09:42:04 -0400

Dear Steve and Clyde,
Thank you very much for your time and advice.
I have one additional question and I was hoping to get advice.
If I have  multiple models, these there a way to draw multiple ROC
curves in one graph , for better demonstration of the predictive
abilities of different models.
Thank you again for your time and effort.

-- 
Thank you ,
Yours Sincerely,
Mike

On Mon, Oct 14, 2013 at 5:55 PM, Clyde Schechter
<clyde.schechter@gmail.com> wrote:
> I would advise Michael Stewart not to seek some arbitrary formula for
> the optimal cut-off point.  He doesn't say what is being classified,
> but regardless, the substantive issue is the trade-off between two
> types of misclassification errors: false negatives and false
> positives.  Both types of error have consequences, usually different.
> To find an optimal cut-point requires assigning a loss to each type of
> error and then expressing the expected loss in terms of sensitivity,
> specificity and prevalence of the attribute being identified by the
> classification.  Then you pick the cut-off which minimizes the
> expected loss.
>
> My practical experience with this process is that people are often
> reluctant to quantify the losses associated with each type of error,
> because the losses are often of a qualitatively different nature.  For
> example, a missed diagnosis may lead to loss of life, whereas a false
> positive diagnosis may lead to unnecessary surgery.  How does one
> assign values to those?  Not easily.
>
> So it feels more comfortable to seize on some simple formula, such as
> the sum of sensitivity and specificity.  Nevertheless, if you don't
> really quantify and compare the losses associated with each type of
> error, applying some arbitrary formula will give you only the
> illusion, not the reality, of optimality.  One is simply optimizing an
> arbitrary quantity that bears no relation to the matter at hand.
>
> Clyde Schechter
> Dept. of Family & Social Medicine
> Albert Einstein College of Medicine
> Bronx, New York, USA
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