Receiver operating characteristic (ROC)
Posted: Wed Sep 11, 2019 10:59 am
Hi,
is there any procedure to compute the Receiver operating characteristic (ROC) curve and the Area under the ROC curve (AUC or AUROC) as for example illustrated by Berge and Jorda (2011)?
thanks
Alberto
Reference:
Berge, Travis J., and Òscar Jordà. 2011. "Evaluating the Classification of Economic Activity into Recessions and Expansions." American Economic Journal: Macroeconomics, 3 (2): 246-77.
is there any procedure to compute the Receiver operating characteristic (ROC) curve and the Area under the ROC curve (AUC or AUROC) as for example illustrated by Berge and Jorda (2011)?
thanks
Alberto
Reference:
Berge, Travis J., and Òscar Jordà. 2011. "Evaluating the Classification of Economic Activity into Recessions and Expansions." American Economic Journal: Macroeconomics, 3 (2): 246-77.