[R-sig-Epi] Correlated ROC curves

Rick Bilonick rab45+ at pitt.edu
Mon Nov 6 22:55:47 CET 2006


On Mon, 2006-11-06 at 12:29 -0800, Seyed Reza Jafarzadeh wrote:
> Hi,
> 
> Is there any package or code to compare and display correlated ROC curves in
> R?
> 
> Thanks,
> Reza
> 

A nonparametric method is the method of DeLong, DeLong, and
Clarke-Pearson. However, I don't know any code in R to do it directly
(they do provide SAS code). My understanding is that the same answer
comparing dependent AUCs can be achieved by using a jackknife estimator
(leave one out at a time). It's simple enough to write the jackknife
code to get the pseudo-values and then compute confidence intervals and
p-values.

Rick B.



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