heckroc: ROC Curves for Selected Samples

8 Pages Posted: 29 Sep 2017 Last revised: 2 Feb 2018

See all articles by Jonathan A Cook

Jonathan A Cook

U.S. Securities and Exchange Commission; affiliation not provided to SSRN

Ashish Rajbhandari

Stata Corporation

Date Written: March 1, 2017

Abstract

ROC curves can be misleading when they are constructed with selected samples. In this article, we describe heckroc, a Stata command that implements a recently developed procedure for plotting ROC curves with selected samples. The command is available on the Boston College Statistical Software Components (SSC) and can be installed by typing SSC install heckroc in Stata. heckroc 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.

Keywords: ROC Curves, Classifier Evaluation, Sample-Selection Bias

Suggested Citation

Cook, Jonathan A and Rajbhandari, Ashish, heckroc: ROC Curves for Selected Samples (March 1, 2017). Available at SSRN: https://ssrn.com/abstract=3043847 or http://dx.doi.org/10.2139/ssrn.3043847

Jonathan A Cook (Contact Author)

U.S. Securities and Exchange Commission ( email )

affiliation not provided to SSRN

Ashish Rajbhandari

Stata Corporation ( email )

4905 Lakeway Drive
College Staton, TX 77845
United States

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