How do I construct and compare ROC curves?
You can use the ROC function of the StatsDirect graphics menu to
construct and ROC curves and to calculate the area under them with a
confidence interval.
If you wish to compare the area under two or more ROC curves it is
best to consult with a statistician. Different methods may be
better for different situations (depends on the measurement scale of the
outcome).
Statistical thinking on the use of ROC curves is evolving, here is a
reference list:
Zou KH, Hall WJ, Shapiro D. Smooth non-parametric ROC curves for
continuous diagnostic tests. Statistics in Medicine 1997;16:2143-56.
Here is a reference list for ROC curve comparison:
Metz's program CLABROC avilable as part of ROCFIT via anoymous ftp
from random.bsd.uchicago.edu in /roc/ibmpc
Altham, P.M.E. (1973) A non-parametric measure of signal
discriminability. Brit. J. Math. Statist. Psychol. 26, 1-12.
Altman & Bland, BMJ vol 309 16July1994 p 188
Bamber, D. (1975) The area above the ordinal dominance graph and the
area below the receiver operating characteristic graph. J. Math. Pychol.
12, 387-415.
Begg, C.B.: Advances in statistical methodology for diagnostic
medicine in the 1980's. Statistics in Medicine 10,1887-1895 (1991).
Bingham, N.H., Goldie, C and Teugels, J.L. (1987) Regular
Variation.Cambridge University Press.
Michael Campbell & David Machin. in Medical Statistics, a common
sense approach Section 3.4 (p 40-42) (Wiley)
Campbell, G. and Ratnaparkhi, M.V. (1993) An application of Lomax
distributions in receiver operating characteristic (ROC) curve analysis.
Comm. Statist. 22, 1681-1697.
Delong et al, Biometrics 44 1988, p837-845
Dorfman, D.D. and Alf, E. Jr. (1968) Maximum likelihood estimation of
parameters of signal detection theory -- A direct solution.
Psychometrika 33, 117-124.
Dorfman, D.D. and Alf, E. Jr. (1969) Maximum likelihood estimation of
parameters of signal detection theory and determination of confidence
intervals -Rating method data. J. Math. Psychol. 6, 487-496.
England, W. L. (1988) An exponential model used for optimal threshold
selection in ROC curves. Med. Dec. Making 8, 120-131.
Feller, W. (1971) An Introduction to Probability Theory and its
Applications, Wiley.
Goddard, M.J. and Hinberg, I. (1990) Receiver operating
characteristiic (ROC) curves and non-normal data: an empirical study.
Stat. Med 9,325-337.
Green, D.M. and Swets, J.A. (1966) Signal Detection Theory and
Psychophysics, Wiley.
Hanley, J.A. and McNeil, B.J. (1982) The meaning and use of the area
under the receiver operating characteristic (ROC) curve. Radiology 143,
29-36.
J Hanley and B McNeil, Maximum attainable discrimination and the
utilization of radiologic examinations, Journal of Chronic Disease,
1982;35:601-611
Hanley, J.A. and McNeil, B.J. (1983) A method of comparing the areas
under receiver operating characteristic curves derived from the same
cases. Radiology 148, 839-843.
Hanley, J.A.: Receiver operating characteristic methodology: the
state of the art. CRC Critical Reviews in Diagnostic Imaging 29, 307-335
(1989).
Karamata, J. (1930) Sur un mode de croissance reguliere des
functions. Mathematica (cluj) 4, 38-53.
Karamata, J. (1933) Sur un mode de croissance reguliere. Theoremes
fondamenteaux. Bull. Soc. Math. France 61, 55-62.
H C Kraemer Evaluating medical tests. Objective and quantiatrive
guidelines (1992) Sage publications, Beverly Hills
Luce, R.D. (1959) Individual Choice Behaviour Wiley: New York.
McCullagh, P. (1980) regression models for ordinal data (with
discussion). J. Roy.Statist. Soc. B 42, 109-142.
Metz, C.E. and Kronman, H.B. (1980) Statistical significance tests
for binomal ROC curves. J. Math. Psychol. 22, 218-243.
Charles E Metz, Basic principles of ROC analysis, Seminars in Nuclear
Medicine, Vol 8, No.4, 1978, 283-298.
Metz CE. ROC Methodology in Radiologic Imaging. Invest.Radiol.
1986;21:720-723.
Moise, A., Clement, B., Ducimetiere, P. and Bourassa, M.G. (1985)
Comparison of receiver operating curves derived from the same
population: a bootstrapping approach. Comp. Biom. Res. 18, 218-243.
Moise, A., Clement, B. and Raissas, M. (1988) A test for crossing
receiver operating characteristic (ROC) curves. Comm. Statist. 17,
1985-2003.
Moses, L.E., Shapiro, D. and Littenberg, B. (1993) Combining
independent studies of diagnostic test into a summary roc curve:
data-analytic approaches and some additional considerations. Stat. Med.
12, 1293-1316.
Mossman, D., Resampling techniques in the analysis of non-normal ROC
data Medical Decision Making 1995 15: 358-366
Rice, S.O. (1944) Mathematical analysis of random noise. B. Sys.
Tech. J. 23, 282-332.
D.Sackett, R. Haynes, G. Guyatt, P. Tugwell. Clinical Epidemiology,
Little, Brown @ Company, 1991 pp. 113-119
Shimizu, R. (1962) Characterization of the normal distribution, II.
Ann. Inst. Statis. Math. Tokyo 14, 173-178.
Simpson, A.J. and Fitter, M.J. (1973) What is the best index of
detectability? Psychol. Bull. 80, 481-488.
P Strike (1996) Measurement in laboratory medicine
Butterworth-Heineman, Oxford (this includes a PC disk containing
simple-to-use software)
Svensson and Holm, Stats in Medicine 1994 13, 2437-2453 (Separation
of systematic and random differences in ordinal rating scales)
Swets JA ROC analysis applied to the evaluation of medical imaging
techniques. Invest. Radiol. vol14 109-121 1979
Swets,JA, Pickett RM.Evaluation of Diagnostic Systems. Methods from
signal detection theory. Academic Press, 1982.
Taylor I, Mullee MA and Campbell MJ. Prognostic index for the
development of liver metastases in patients with colorectal cancer Br J
Surg 1990 vol 77 P499-501
Thomas, E.C. and Myers, J.L. (1972) Implications of latency data for
threshold and non-threshold models of signal detection. J. Math. Pychol.
9, 253-285.
Thompson, M.L. and Zucchini, W. (1989) On the statistical analysis of
ROC curves. Stat. Med. 8, 1277-1290.
Tosteson, A.N. and Begg, C.B. (1988) A general regression methodology
for ROC curve estimation. Med. Dec. Making 8, 205-215.
Vardi, Y. (1982) Non-parametric estimation in the presence of length
bias. Ann. Statist, 10, 616-620.
Wieand, S., Gail, M.H., James, B.R. and James, K.L. (1989) A family
of non-parametric statistics for comparing diagnostic markers with
paired or unpaired data. Biometrika 76, 585-592.
Zweig and Campbell, "ROC plots: a fundamental evaluation tool in
clinical medicine" Clin. Chem. vol 39 no. 4 1993, p561-577