[R] ROC curves using R

[Frank E Harrell Jr]

For the purposes for which you mention, using ROC curves results in a number of serious problems.  Full post-test probability models are generally recommended, without dichotomization of post-test probabilities until the point at which individual-patient utilities can be estimated.

Frank Harrell

On Fri, 1 Feb 2002 14:27:07 -0600 
"Cheng, Yiling" <ycheng at cooperinst.org> wrote:

> ROC (receiver operating characteristic) curve is used to determine of
> cutpoints for screening or diagnostic tests. It have been widely used in
> Epidemiology area. Usually we use logistic regression to get this kind
> curve. If anyone knows how to get this curve and do statistic test for two
> curve, do please let me know too. Thanks in advance.
> Yiling Cheng
> 
> -----Original Message-----
> From: baron at cattell.psych.upenn.edu
> [mailto:baron at cattell.psych.upenn.edu]
> Sent: Friday, February 01, 2002 11:17 AM
> To: jg_liao at yahoo.com; r-help at stat.math.ethz.ch
> Subject: Re: [R] ROC curves using R
> 
> 
> What is it that you want to compute?  I have a set of
> scripts - written by my colleaged David Brainard in
> Matlab and translated to R by me - which we used to teach
> signal-detection theory in a grad "methods" course.
> But they are very straightforward and not worth putting
> into a package.  (I'm sure there is something much more
> sophisticated one can do, but you don't say what.)
> 
> Some useful R functions (illustrated, and probably
> self-explanatory):
> 
> zHit <- qnorm(Ph)
> zFa <- qnorm(Pfa)
> dPrime <- zHit-zFa
> 
> zCr <- qnorm(1-Pfa)
> Beta <- dnorm(zCr,dPrime,1)/dnorm(zCr,0,1)
> 
> And here is the optimal "beta" (criterion):
> 
> logBetaOpt <- log((pn/ps)*(Vcr + Vfa)/(Vh + Vm))
> 
> Jon Baron
> -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.
> -.-
> r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> Send "info", "help", or "[un]subscribe"
> (in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
> _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._.
> _._
> -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
> r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> Send "info", "help", or "[un]subscribe"
> (in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
> _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._


-- 
Frank E Harrell Jr              Prof. of Biostatistics & Statistics
Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences
U. Virginia School of Medicine  http://hesweb1.med.virginia.edu/biostat
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._