[R] HOW to use the survivalROC to get optimal cut-off values?
David Winsemius
dwinsemius at comcast.net
Sun Dec 5 20:40:56 CET 2010
On Dec 5, 2010, at 11:33 AM, David Winsemius wrote:
>
> On Dec 5, 2010, at 11:14 AM, petretta at unina.it wrote:
>
>> I have the same problem of a prevous request
>>
>> HOW to use the survivalROC (or another library in R) to get optimal
>> cut-off values?
>>
>> I want to use the time-dependent survivalROC package.according to
>> the,reference material,it only gives a set of ordered cut-off
>> values .eg.
>
> Optimality specification requires some sort of valuation of
> incorrect decisions. If you are willing to defend a choice that a
> false positive has exactly the same loss as a false negative, which
> is generally not the case in medical decision-making, then the
> point on the ROC curve which is closest to the upper left-hand
> corner is "optimal".
Snipped comments about small nubers of discrete values as that was a
misunderstanding on my part.
>
>> --------------------------------------------------------------------------------
>>
>> data(mayo)
>> str(mayo)
>> attach(mayo)
>> ROC.
>> 1
>> =
>> survivalROC
>> (Stime
>> =time,status=censor,marker=mayoscore4,predict.time=365,lambda=0.05)
>> str(ROC.1)
>>
>> plot(ROC.1$FP, ROC.1$TP, type="l", xlim=c(0,1), ylim=c(0,1),
>> xlab=paste( "FP", "\n", "AUC = ",round(ROC.1$AUC,3)),
>> ylab="TP",main="Mayoscore 4, Method = NNE \n Year = 1") abline(0,1)
>>
>> List of 6
>> $ cut.values : num [1:313] -Inf 4.58 4.9 4.93 4.93 ... *only 5 values
>>
>> * $ TP : num [1:313] 1 0.999 0.999 0.999 0.998 ...
>>
>> $ FP : num [1:313] 1 0.997 0.993 0.99 0.987 ...
>> $ predict.time: num 365
>> $ Survival : num 0.93
>>
>> $ AUC : num 0.888
>>
>> --------------------------------------------------------------------------------
>> so i dont know
>> how to use the survivalROC to get optimal cut-off values?(only 5
>> values)
I really do not understand what you are asking when you ask about "5
values". (I also see that another student GY QIAN in SHANGHAI,CHINA
asked almost the same odd question on rhelp about 6 weeks ago making
me wonder if there is some online class you are both taking for which
this is homework?)
There are 312 finite values for each of cut.values, FP, and TP. Is
someone, your course instructor or collaborator, asking for a
comparison at 5 selected cutpoints? I generally use Hmisc::describe
for quick looks:
> describe(ROC.1$cut.values[-1])
ROC.1$cut.values[-1]
n missing unique Mean .05 .10 .25 .50 .
75 .90 .95
312 0 312 6.538 5.320 5.459 5.842 6.312
6.949 7.966 8.675
lowest : 4.581 4.900 4.926 4.932 4.946, highest: 9.510 9.568
10.185 10.479 10.629
You could programmatically ask what values of the index (1:313)
minimizes the sum of FN and (1-TP) = FP. And then you can use to index
the TP and "FP" values. I guess it is common practice to call 1-
specificity the "false positive rate" but I for one find that very
confusing. even misleading, since it's not clear from the term what
the denominator for such a "rate" really should be. (It's also not
really a rate since no time is involved in the calculation.) At any
rate, as it were:
> with(ROC.1, which.min(1-TP+ FP))
[1] 259
> with(ROC.1, points(FP[259], TP[259], cex=3, col="red" ))
--
David Winsemius, MD
West Hartford, CT
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