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st: RE: roccomp
I think you'll find that -roccomp- uses the jackknife method of DeLong
et al. (1988), as discussed in -[R] roc-. The uncorrelated case is
simpler than the correlated case, as the non-diagonal entries in the
estimated dispersion matrix are all zero.
The DeLong method is essentially similar to that of the -somersd-
package, downloadable from SSC with manuals to describe the methods. The
-somersd- package can also calculate confidence intervals for ROC areas
and their differences. To compute confidence intervals for the
difference between 2 ROC areas for the same disease in the same sample,
use -somersd- with -lincom-. To compute confidence intervals for the
difference between 2 ROC areas from different samples, use -somersd-
together with -parmby- to create an output dataset containing the two
ROC areas with their standard errors, and then use -metaparm- (also
downloadable from SSC) to compute a confidence interval for the
difference between the 2 ROC areas.
I hope this helps.
Roger
References
DeLong ER, DeLong DM and Clarke-Pearson DL. Comparing the area under two
or more correlated receiver operating curves: A nonparametric approach.
Biometrics 44: 837-845.
Roger Newson
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: [email protected]
www.imperial.ac.uk/nhli/r.newson/
Opinions expressed are those of the author, not of the institution.
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of maria
bonanomi
Sent: 08 August 2006 23:52
To: [email protected]
Subject: st: roccomp
Does anybody know which statistical test is used to compare two areas
under
UNCORRELATED ROC curves using roccomp ???
Thank you very much.
Bonanomi
MDT Bonanomi, Ph.D.
Department of Preventive Medicine
University of Sao Paulo, Sao Paulo, Brazil
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