Opened 12 years ago

Closed 12 years ago

#677 closed defect (fixed)

When to use approximation for ROC p-value

Reported by: Peter Owned by: Peter
Priority: minor Milestone: yat 0.8
Component: statistics Version: trunk
Keywords: Cc:


Documentation says:

If the smallest group size is larger than minimum_size (default = 10), then P is calculated using a normal approximation.

whereas the code says:

bool ROC::use_exact_method(void) const
  return (n_pos() < minimum_size_) && (n_neg() < minimum_size_);

which one should we follow? Naively, I'm thinking the docs make more sense than the implementation, but let's check the literature.

Change History (3)

comment:1 Changed 12 years ago by Peter

  • SPSS uses approximation if n>41.
  • Hollander and Wolfe says approximation is valid if n+ and n- are large.
  • StatsDirect uses approximation if n>80 or (n+>30 and n->30).

comment:2 Changed 12 years ago by Peter

Status: newassigned

comment:3 Changed 12 years ago by Peter

Resolution: fixed
Status: assignedclosed

(In [2612]) change rule for when to use exact method in ROC::p_value. fixes #677

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