Re: [R] ROC analysis

From: Frank E Harrell Jr <f.harrell_at_vanderbilt.edu>
Date: Wed, 19 Mar 2008 07:26:12 -0500

Eleni Christodoulou wrote:
> Richard, thanks, I think it will work. I will calculate the cutoff value
> and then, from the prediction object, find the fpr that is related to it and
> put it as argument to performance. I will keep you informed.
>
> Eleni

You will probably need to bootstrap the entire process to get a decent estimate of fpr as your cutoff was not specified in advance.

Also note that you are implicitly assuming a constant utility function across all subjects because you are not using probabilities but are ignoring information by creating only a binary prediction.

Frank Harrell

>
> On Wed, Mar 19, 2008 at 11:51 AM, Richard Pearson <
> richard.pearson_at_postgrad.manchester.ac.uk> wrote:
>

>> Eleni
>>
>> Does the fpr.stop argument do what you want? This is described in
>> ?performance under the details of the "auc" measure. Try, e.g.
>>
>> perform=performance(pred,measure="auc",fpr.stop=0.5)
>>
>>
>> Richard.
>>
>>
>> Eleni Christodoulou wrote:
>>> Hello list,
>>>
>>> I am trying to perform ROC analysis and count the AUC in order to
>> validate
>>> my results. I use package ROCR. I would like to count the AUC not under
>> the
>>> cutoff found by "performance" but to use another cutoff that I
>> calculate.
>>> How could I change the following  command in order to get what I want?
>>> perform=performance(pred,measure="auc",x.measure="cutoff"), where pred
>> is a
>>> prediction object.
>>>
>>> Thank you very much,
>>> Eleni
>>>
>>>       [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
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>>>
>>>
>> ______________________________________________
>> R-help_at_r-project.org mailing list
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>>

>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help_at_r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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Received on Wed 19 Mar 2008 - 12:35:07 GMT

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