heckroccurve: ROC curves for selected samples

被引：6

作者：

Cook, Jonathan A. ^{[1
]}

Rajbhandari, Ashish ^{[2
]}

机构：

[1] PCAOB, Washington, DC 20036 USA

[2] Vanguard Grp, Investment Strategy Grp, Malvern, PA USA

来源：

STATA JOURNAL | 2018年 / 18卷 / 01期

关键词：

st0518; heckroccurve; receiver operating characteristic curves; ROC curves; classifier evaluation; sample-selection bias; MODEL;

D O I：

10.1177/1536867X1801800110

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

Receiver operating characteristic (ROC) curves can be misleading when they are constructed with selected samples. In this article, we describe heckroccurve, which implements a recently developed procedure for plotting ROC curves with selected samples. The command estimates the area under the ROC curve and a graphical display of the curve. A variety of plot options are available, including the ability to add confidence bands to the plot.

引用

页码：174 / 183

页数：10

共 7 条

[1] ROC curves and nonrandom data [J].