Heckroccurve: ROC curves for selected samples

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.