heckroccurve: ROC curves for selected samples
Jonathan A. Cook
Public Company Accounting Oversight Board (PCAOB)
Washington, DC
[email protected]
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Ashish Rajbhandari
Investment Strategy Group
The Vanguard Group
Malvern, PA
[email protected]
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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.
View all articles by these authors:
Jonathan A. Cook, Ashish Rajbhandari
View all articles with these keywords:
heckroccurve, receiver operating characteristic curves, ROC curves, classifier evaluation, sample-selection bias
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