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63
votes
What does AUC stand for and what is it?
ROC curves provide no actionable insights. They have become obligatory without researchers examining the benefits. They have a very large ink:information ratio. … but can be more easily understood if you don't draw the ROC) and the calibration curve. …
32
votes
Accepted
Why is AUC higher for a classifier that is less accurate than for one that is more accurate?
It is good that they disagree with proper scoring (log-likelihood; logarithmic scoring rule; Brier score) rules and the $c$-index (a semi-proper scoring rule - area under ROC curve; concordance probability …
24
votes
How to choose between ROC AUC and F1 score?
None of the measures listed here are proper accuracy scoring rules, i.e., rules that are optimized by a correct model. Consider the Brier score and log-likelihood-based measures such as pseudo $R^2$. …
19
votes
Accepted
Hosmer-Lemeshow vs AIC for logistic regression
I think you are interested in predictive discrimination, for which a generalized $R^2$ measure, supplemented by $c$-index (ROC area) may be more appropriate. …
19
votes
Area under the ROC curve when there is imbalance: is there a problem, and if not, why does t...
The area under the ROC curve (AUROC) equals the Wilcoxon-Mann-Whitney-Somers concordance probability, a $U$-statistic, i.e., take all possible pairs of an observation with Y=0 and an observation with Y … Likewise every point on the ROC curve conditions on Y so the entire curve is conditional on Y. Each point is made up of probabilities like $\Pr(X > x | Y=y)$ ($y=0$ for x-axis, $y=1$ for y-axis). …
17
votes
Accepted
Model performance metrics for ordinal response
A good measure is Somers' Dxy rank correlation, a generalization of ROC area for ordinal or continuous Y. …
16
votes
Logistic regression is predicting all 1, and no 0
ROC curves and some of the other measures given in the discussion don't help. …
16
votes
How to determine best cutoff point and its confidence interval using ROC curve in R?
And an ROC curve is irrelevant to this issue. …
15
votes
Accepted
Compare classifiers based on AUROC or accuracy?
I would use the quadratic proper scoring rule known as the Brier score, or the concordance probability (area under ROC curve in the binary $Y$ case). …
14
votes
What's the measure to assess the binary classification accuracy for imbalanced data?
Concordance probability ($c$-index; ROC area) is a measure of pure discrimination. …
13
votes
Based only on these sensitivity and specificity values, what is the best decision method?
To make an optimal decision you need to know all relevant data about an individual (used to estimate the probability of an outcome), and the utility (cost, loss function) of making each decision. Sen …
12
votes
Measuring accuracy of a logistic regression-based model
One is the $c$-index or ROC area as others have described. This has an interpretation that is simpler than thinking about an ROC curve, and is a measure of pure predictive discrimination. …
11
votes
Accepted
Cross validation and ordinal logistic regression
$D_{xy} = 2(C - \frac{1}{2})$ where $C$ is the generalized ROC area (concordance probability). Intercept and Slope pertain to the calibration curve on the logit scale. …
11
votes
Advantages of ROC curves
ROC curves are not informative in 99% of the cases I've seen over the past few years. They seem to be thought of as obligatory by many statisticians and even more machine learning practitioners. … ROC curves cannot be used to find optimum tradeoffs except in very special cases where users of a decision rule abdicate their loss (cost; utility) function to the analyst. …
11
votes
Accepted
Best predictive Cox regression model using c-index and cross-validation
You are using a non-optimum optimality criterion (the $c$-index; generalized ROC area) whereas the most sensitive criterion will be likelihood-based
Your total sample size is too low by perhaps a factor …