heckroc: ROC Curves for Selected Samples

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