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- Title
AREA UNDER THE ROC CURVE AS EFFECT SIZE MEASURE.
- Authors
Martinez-Camblor, Pablo; Perez-Fernandez, Sonia; Diaz-Coto, Susana
- Abstract
The area under the receiver-operating characteristic (ROC) curve, AUC, is frequently used as diagnostic capacity measure and also as a goodness of fit index in logistic regression models. Given a considered (bio) marker, it measures the difference in the location parameters between two independent groups, each of them containing the positive and the negative subjects. Therefore, it can be interpreted as the effect size of the group on the studied variable (biomarker). In the present manuscript, we study the AUC interpretation within the two-sample problem. Both the non-parametric and the parametric tests join with the case where the marker is a categorical variable are considered. The use of the AUC as effect size provides a measure which is comparable and interpretable in different context: parametric, non-parametric and categorical cases are considered. Finally, in order to illustrate the problem, a real-world dataset is explored.
- Subjects
RECEIVER operating characteristic curves; GOODNESS-of-fit tests; LOGISTIC regression analysis; GROUP size; REGRESSION analysis; SIZE
- Publication
Pakistan Journal of Statistics, 2020, Vol 36, Issue 1, p13
- ISSN
1012-9367
- Publication type
Article