Corpus ID: 15545536

Receiver Operating Characteristic (ROC) Curve: comparing parametric estimation, Monte Carlo simulation and numerical integration

@inproceedings{Macedo2013ReceiverOC,
  title={Receiver Operating Characteristic (ROC) Curve: comparing parametric estimation, Monte Carlo simulation and numerical integration},
  author={Paulo Macedo},
  year={2013}
}
A receiver operating characteristic (ROC) curve is a plot of predictive model probabilities of true positives (sensitivity) as a function of probabilities of false positives (1 � specificity) for a set of possible cutoff points. Some of the SAS/STAT procedures do not have built-in options for ROC curves and there have been a few suggestions in previous SAS forums to address the issue by using either parametric or non-parametric methods to construct those curves. This study shows how a simple… Expand

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TLDR
This talk will focus on the use of SAS/STAT procedures FREQ, LOGISTIC, MIXED and NLMIXED to perform ROC analyses, including estimation of sensitivity and specificity, estimation of an ROC curve and computing the area under the ROC curves. Expand
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The Receiver Operating Characteristic (ROC) curve is a curve presented in a probability scale graph and is used to judge the discrimination ability of various statistical methods for predictiveExpand
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