heckroccurve: ROC curves for selected samples

Jonathan A. Cook () and Ashish Rajbhandari ()
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Jonathan A. Cook: Public Company Accounting Oversight Board

Stata Journal, 2018, vol. 18, issue 1, 174-183

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.

Keywords: heckroccurve; receiver operating characteristic curves; ROC curves; classifier evaluation; sample-selection bias (search for similar items in EconPapers)
Date: 2018
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