2018
DOI: 10.1177/1536867x1801800110
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Heckroccurve: ROC Curves for Selected Samples

Abstract: 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.

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Cited by 8 publications
(8 citation statements)
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“…23 We corrected receiver operating characteristic curve estimates using the selection model, as developed by Cook and Rajbhandari. 24 in the Supplement). Of the remaining lesions used for the analysis, 77 (16.7%) were identified as melanoma.…”
Section: Discussionmentioning
confidence: 98%
“…23 We corrected receiver operating characteristic curve estimates using the selection model, as developed by Cook and Rajbhandari. 24 in the Supplement). Of the remaining lesions used for the analysis, 77 (16.7%) were identified as melanoma.…”
Section: Discussionmentioning
confidence: 98%
“…The higher ROC areas indicated a better performance of the models. In ROC curve, lower P-value conclude that the model actually does discriminate between two categories and area under curve is higher than the 0.50 [ 22 ]. Calibration and Hasmer–Lemesho goodness of the fit test measures how good the model-estimated probabilities is similar with the observed outcomes and it is usually evaluated through a goodness-of-fit test.…”
Section: Methodsmentioning
confidence: 99%
“…Both of these scores are based on regressions of the Securities and Exchange Commission's Accounting and Auditing Enforcement Releases (AAERs) on characteristics of firms that did and did not receive an AAER. Details about these scores are described in Beneish (1999) and Dechow et al (2011).…”
Section: Example: Fraud Detection Scoresmentioning
confidence: 99%
“…Our new command, , plots PR curves. There are many commands for plotting ROC curves, including the built-in commands and and recent community-contributed commands by Cattaneo, Malighetti, and Spinelli (2017) and Cook and Rajbhandari (2018). There do not appear to be any available commands for creating PR plots.…”
Section: Introductionmentioning
confidence: 99%
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