I'm trying to make overlaid ROC curves to represent successive improvements in model performance when particular predictors are added one at a time to the model. I want one ROC curve for each of about 5 nested models (which I will define manually), all overlaid in one plot. For example:
#outcome var y = c(rep(0,50), rep(1, 50)) #predictors x1 = y + rnorm(100, sd = 1) x2 = y + rnorm(100, sd = 4) #correlations of predictors with outcome cor(x1, y) cor(x2, y) library(Epi) ROC(form = y ~ x1, plot = "ROC) ROC(form = y ~ x1 + x2, plot = "ROC")
I'd want the two ROC curves on the same plot (and ideally without the distracting model info in the background). Any ggplot/graphics gurus willing to lend a hand?