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aberquin
Level I

ROC AUC confidence interval

Hi,

Is it possible to calculate the 95% confidence interval of a ROC AUC ?

I found a add-in that was supposed to to so but does not seem to work for this option: JMP add-in for medical diagnostic performance 

 

Thanks for your help,

Anne

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KarenC
Super User

Re: ROC AUC confidence interval

Hi Anne,

 

That was an add-in I had created...I have kept this one running over the years (IVD performance ) but not the one with the AUC confidence intervals. Now I tend to use bootstrap CI in JMP Pro.  Without pro you could build your self a calculator table using column formulas to calculate your interval - there is more than one way to get at the confidence intervals so you would need to decide on the method.

 

This add-in has the AUC and more (Threshold Explorer).

 

However that may be more than what you need and can be slow to run.

 

Karen

View solution in original post

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KarenC
Super User

Re: ROC AUC confidence interval

Hi Anne,

 

That was an add-in I had created...I have kept this one running over the years (IVD performance ) but not the one with the AUC confidence intervals. Now I tend to use bootstrap CI in JMP Pro.  Without pro you could build your self a calculator table using column formulas to calculate your interval - there is more than one way to get at the confidence intervals so you would need to decide on the method.

 

This add-in has the AUC and more (Threshold Explorer).

 

However that may be more than what you need and can be slow to run.

 

Karen

View solution in original post

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