FAQ/wavelength_eg - CBU statistics Wiki

Revision 7 as of 2008-11-24 17:05:50

Clear message
location: FAQ / wavelength_eg

Working out 2 group signal detection diagnostics

The area under Receiver Operating Characteristic (ROC) curves is a way of describing the magnitude of how well separated two groups are with respect to some diagnostic.

For two groups where the mean of A > mean of B it is a plot of sensitivity at each of T thresholds (Probability of being in group A given you have a value less than or equal to t) against 1 - specificity (probability of being in group B given you have a value less than or equal to t) as seen [attachment:rocplot.jpg here].

The sensitivity is the blue horizontal area and 1-specificty is the diagonal orange area evaluated at a score of 1. These can also be evaulated using frequencies.

True

A

B

Score

<= t

a

b

> t

c

d

In the above table the sensitivity is the proportion of observations in group A which have values less than or equal to t and 1-specificty is the proportion of observations in group B which have a value less than or equal to a particular score t.

These probabilities are evaluated at each observed score, t and plotted with sensitivity on the y-axis and 1-specificity on the x-axis. The points may be joined together to form a curve and the area under the curve evaluated using, for example, the trapezium rule. The area under the ROC curve may be computed on the raw data [:FAQ/roc: using the LOGISTIC REGRESSION procedure in SPSS] or a [:FAQ/rocplot: SPSS macro.]