lara harrup (IAH-P)
2009-Jul-13 13:55 UTC
[R] 95% Confidence Intervals for AUC - $auc.samples from the Daim Package
Hi I am trying to perform a bootstrap estimate of classification accuracy of a logistic regression using the 'Daim' package in r using the code at the bottom of this post, this all works great and I get the .632+ misclassification accuracy, specificity, sensitivity, AUC etc etc but what I would like is to access the list of AUC for each of the bootstrap samples as I need calculate the 95% confidence intervals for the AUC of the ROC curve for this data using this model. I was hoping to get this from the 2.5% and 97.5% quartiles of the AUCs of the 10,000 bootstrap samples that were calculated. I have set returnSample to TRUE which I think should mean the data from each bootstrap is saved and when I run auc(x) I get the following> auc(x,auc.samples)$auc.632p [1] 0.8296788 $auc.632 [1] 0.8302014 $auc.loob [1] 0.8216521 $auc.app [1] 0.8455208 $auc.samples list() my question is how do I access the $auc.samples list() or write it to a csv file or something similar to get the 2.5% and 96.5% quartile range from? or is there another way to get the 95% CI for the AUC? Many thanks in advance Lara Lara.harrup@bbsrc.ac.uk ############ library(Daim) mylda <- function(formula,train,test){ model <- lda(formula,train) predict(model,test)$posterior[,"pos"] } x<-Daim(OUTBREAK2 ~ COHESION.2 + COHESION.23 + ED.2 + PLAND.12 + PLAND.2 + PLAND.25 + PLAND.26 + ALTITUDE_MEAN + SLOPE_MEAN + LSI, model=mylda,data=landscape,labpos=1, control=Daim.control(method="boot",number=10000),returnSample=TRUE, cutoff=0.71) auc(x) summary(x) [[alternative HTML version deleted]]