341 views

Different visualization of AUC than ROC curve

There are multiple interpretations of area under ROC curve. (e.g What does AUC stand for and what is it? ). We also know that AUC is closely related to rank correlation. Are there also different ways ...
3k views

How to compare predictive power of survival models?

Frank Harrell describes the concordance (or Somer's D) as not being sensitive enough to compare multiple survival models for their diagnostic ability, and I've observed this in my own work with ...
224 views

Distributed AUC calculation (or approximation)

I am trying to calculate the ROC AUC for a dataset where I can't fit predictions and labels in memory (10s/100s billions of samples). Is there a way to calculate the AUC in a distributed way or at ...
584 views

Does AUC for multiple logistic regression make sense if prediction is not the goal?

Does it makes sense to calculate the AUC if I do not want to use my multiple logistic regression model for predictions? I only want to calculate some odds ratios and test if the variables in my model ...
1k views

What is the best way to calculate the AUC of a ROC curve?

I have a ROC curve for which I'd like to calculate the AUC. I'm getting different values using the trapezoidal and rank-based approaches. What I'm noticing is that the two values actually add to 1.0 ...
433 views

Are my data values too small for chi-squared for trend? If so what trend test can I do instead?

I'm doing a project about dilated kidneys, these can be arranged into mild, moderate and severe. There are 53 patients in total. I want to see if there is a trend in the severity of dilatation between ...
70 views

Cox regression with lasso regression

Is it possible to perform lasso regression (glmnet with "cox") for variable selection and then conduct Cox regression using ...
42 views

Correct conditional expectation via logistic regression but terrible AUC

Suppose you have a binary random variable $Y$, and several other random variables $X_1,...,X_p$. Your goal is to "predict $Y$ using $X_1,...,X_p$." So, you go ahead and fit logistic regression, which ...
261 views

How are AUROC scores computed with just two vectors of actual and predicted values as input? [duplicate]

In the R package ModelMetrics, the auc score as shown in the documentation takes only two inputs; aucScore <- auc(actual=actuallabels, predicted=predictedlabels) where the inputs are pretty self ...
75 views

How to calculate the prediction score of a classificator?

I want to compare a given classification algorithm with others via the Area under the (ROC-)curve metric. Unfortunately this algorithm only outputs the values of the respective confusion matrix (TP, ...
792 views

Area under the ROC curve for continuous variable [duplicate]

I have the true output as the ratio between 0 and 1. I am trying predict the output using regression. I am supposed to find the area under the ROC curve between the prediction and true values. I am ...
60 views

Calculating AUC from continuous output [duplicate]

Calculating AUC for one threshold in the continuous output is simple: AUC = (TPR - FPR + 1) / 2; What if I want to calculate AUC for multiple thresholds in ...
55 views

How to interpret ROC curve? [duplicate]

I am currently doing a classification problem for classifying the functional class and non-functional class of peptidase cleavage site. The data on non-functional class (negative class) is highly ...