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heckroccurve: ROC curves for selected samples

Author

Listed:
  • Jonathan A. Cook

    (Public Company Accounting Oversight Board)

  • Ashish Rajbhandari

    (The Vanguard Group)

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.

Suggested Citation

  • Jonathan A. Cook & Ashish Rajbhandari, 2018. "heckroccurve: ROC curves for selected samples," Stata Journal, StataCorp LP, vol. 18(1), pages 174-183, March.
    • Handle: RePEc:tsj:stataj:v:18:y:2018:i:1:p:174-183
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