ROC var_list BY state_var (state_value) /PLOT = { CURVE [(REFERENCE)], NONE } /PRINT = [ SE ] [ COORDINATES ] /CRITERIA = [ CUTOFF({INCLUDE,EXCLUDE}) ] [ TESTPOS ({LARGE,SMALL}) ] [ CI (confidence) ] [ DISTRIBUTION ({FREE, NEGEXPO }) ] /MISSING={EXCLUDE,INCLUDE}
The ROC
command is used to plot the receiver operating characteristic curve
of a dataset, and to estimate the area under the curve.
This is useful for analysing the efficacy of a variable as a predictor of a state of nature.
The mandatory var_list is the list of predictor variables. The variable state_var is the variable whose values represent the actual states, and state_value is the value of this variable which represents the positive state.
The optional subcommand PLOT
is used to determine if and how the ROC
curve is drawn.
The keyword CURVE
means that the ROC
curve should be drawn, and the optional keyword REFERENCE
,
which should be enclosed in parentheses, says that the diagonal reference line should be drawn.
If the keyword NONE
is given, then no ROC
curve is drawn.
By default, the curve is drawn with no reference line.
The optional subcommand PRINT
determines which additional
tables should be printed. Two additional tables are available. The
SE
keyword says that standard error of the area under the
curve should be printed as well as the area itself. In addition, a
p-value for the null hypothesis that the area under the curve equals
0.5 is printed. The COORDINATES
keyword says that a
table of coordinates of the ROC
curve should be printed.
The CRITERIA
subcommand has four optional parameters:
TESTPOS
parameter may be LARGE
or SMALL
.
LARGE
is the default, and says that larger values in the predictor variables are to be
considered positive. SMALL
indicates that smaller values should be considered positive.
CI
parameter specifies the confidence interval that should be printed.
It has no effect if the SE
keyword in the PRINT
subcommand has not been given.
DISTRIBUTION
parameter determines the method to be used when estimating the area
under the curve.
There are two possibilities, viz: FREE
and NEGEXPO
.
The FREE
method uses a non-parametric estimate, and the NEGEXPO
method a bi-negative
exponential distribution estimate.
The NEGEXPO
method should only be used when the number of positive actual states is
equal to the number of negative actual states.
The default is FREE
.
CUTOFF
parameter is for compatibility and is ignored.
The MISSING
subcommand determines whether user missing values are to
be included or excluded in the analysis. The default behaviour is to
exclude them.
Cases are excluded on a listwise basis; if any of the variables in var_list
or if the variable state_var is missing, then the entire case is
excluded.