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Chapter 79: Receiver Operating Characteristic
Receiver operating characteristic (ROC) analysis (e.g. Hardin and Hilbe, 2001; Agresti, 2002) provides a method of evaluating how well a measure or test instrument classifies individuals or cases into two groups. ROC methodology was developed in the field of signal detection involving RADAR in the 1950s. It was rapidly applied to clinical medicine and by the 1960s was being used in psychology and psychophysics. Recently it has been widely used in machine learning and as a diagnostic tool for logistic regression in applied statistics.
Consider the response ‘changed job within the last 10 years’ from a study carried out by the Danish Institute for Borderline Research in 1982 and reproduced in Andersen (1994: 318). In Table 87, which is ...