[R] ROCR package question for evaluating two regression models

[RockO]

Hi Andra,
I have been doing some ROC analysis for a new diagnosis test. I used the
pROC package to assess thresholds and compare different diagnosis tests to a
"gold standard". In your case, let say the gold standard are the observed
values y0. 

Here is an example:
y0 <- sample(0:1,50,replace=TRUE) # Make observed binomial values
test1<-sample(0:100,50,replace=TRUE)/100
y1 <- ifelse(y0==0,test,1-test)  # Make first predicted model values
test2<-sample(0:100,50,replace=TRUE)/100
y2 <- ifelse(y0==0,test,1-test)  # make 2nd predicted model values

library(pROC)
i1<-roc(response=y0,predictor=y1,percent=TRUE, plot=TRUE,
of="threshold",ci=T, lwd=1,lty=2,thresholds="best", asp=1)
i2<-roc(response=y0,predictor=y2,percent=TRUE, plot=TRUE,
of="threshold",ci=T, lwd=1,lty=3,thresholds="best", add=T)

coords(i1,x="best",best.method="youden") # Best threshold of y1 with the
Youden index
coords(i2,x="best",best.method="youden") # Best threshold of y1 with the
Youden index

roc.test(i1,i2) # Compare the performance of the best threshold of y1 and y2

See ?pROC for more details.

Hope this help,

Rock

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