ROC Curves for Continuous Data

Wojtek J. Krzanowski, David J. Hand

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May 21, 2009 by Chapman and Hall/CRC
Professional - 232 Pages - 13 B/W Illustrations
ISBN 9781439800218 - CAT# K10031
Series: Chapman & Hall/CRC Monographs on Statistics & Applied Probability

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Features

  • Describes the major methodological developments and provides many illustrative examples
  • Includes appropriate mathematical theory without making the treatment too dense
  • Surveys the uses made of the methodology across a range of areas, from atmospheric science and geoscience to experimental psychology and sociology
  • Lists a number of websites from which software implementing the various techniques can be downloaded

Summary

Since ROC curves have become ubiquitous in many application areas, the various advances have been scattered across disparate articles and texts. ROC Curves for Continuous Data is the first book solely devoted to the subject, bringing together all the relevant material to provide a clear understanding of how to analyze ROC curves.

The fundamental theory of ROC curves
The book first discusses the relationship between the ROC curve and numerous performance measures and then extends the theory into practice by describing how ROC curves are estimated. Further building on the theory, the authors present statistical tests for ROC curves and their summary statistics. They consider the impact of covariates on ROC curves, examine the important special problem of comparing two ROC curves, and cover Bayesian methods for ROC analysis.

Special topics
The text then moves on to extensions of the basic analysis to cope with more complex situations, such as the combination of multiple ROC curves and problems induced by the presence of more than two classes. Focusing on design and interpretation issues, it covers missing data, verification bias, sample size determination, the design of ROC studies, and the choice of optimum threshold from the ROC curve. The final chapter explores applications that not only illustrate some of the techniques but also demonstrate the very wide applicability of these techniques across different disciplines.

With nearly 5,000 articles published to date relating to ROC analysis, the explosive interest in ROC curves and their analysis will continue in the foreseeable future. Embracing this growth of interest, this timely book will undoubtedly guide present and future users of ROC analysis.