X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?a=blobdiff_plain;f=doc%2Fstatistics.texi;h=632c1a3754492fb0eb5aa4c59ff31e810342e272;hb=b9a18d43ace66798d4f2eaaab063fd06b30d5f8f;hp=9cf684989fc4c5c0023305e5461a38ed60b09db0;hpb=14aac9fe7a7efbb6c9bded2ed5969a643cb76645;p=pspp-builds.git diff --git a/doc/statistics.texi b/doc/statistics.texi index 9cf68498..632c1a37 100644 --- a/doc/statistics.texi +++ b/doc/statistics.texi @@ -15,6 +15,7 @@ far. * RANK:: Compute rank scores. * REGRESSION:: Linear regression. * RELIABILITY:: Reliability analysis. +* ROC:: Receiver Operating Characteristic. @end menu @node DESCRIPTIVES @@ -205,12 +206,13 @@ boundaries of the data set divided into the specified number of ranges. For instance, @code{/NTILES=4} would cause quartiles to be reported. The HISTOGRAM subcommand causes the output to include a histogram for -each specified variable. The X axis by default ranges from the +each specified numeric variable. The X axis by default ranges from the minimum to the maximum value observed in the data, but the MINIMUM and MAXIMUM keywords can set an explicit range. The Y axis by default is labeled in frequencies; use the PERCENT keyword to causes it to be labeled in percent of the total observed count. Specify NORMAL to superimpose a normal curve on the histogram. +Histograms are not created for string variables. The PIECHART adds a pie chart for each variable to the data. Each slice represents one value, with the size of the slice proportional to @@ -347,9 +349,7 @@ is present, the VARIABLES subcommand must precede the TABLES subcommand. In general mode, numeric and string variables may be specified on -TABLES. Although long string variables are allowed, only their -initial short-string parts are used. In integer mode, only numeric -variables are allowed. +TABLES. In integer mode, only numeric variables are allowed. The MISSING subcommand determines the handling of user-missing values. When set to TABLE, the default, missing values are dropped on a table by @@ -951,3 +951,73 @@ analysis tested against the totals. +@node ROC +@section ROC + +@vindex ROC +@cindex Receiver Operating Characterstic +@cindex Area under curve + +@display +ROC @var{var_list} BY @var{state_var} (@var{state_value}) + /PLOT @{ CURVE [(REFERENCE)], NONE @} + /PRINT = [ SE ] [ COORDINATES ] + /CRITERIA = [ CUTOFF(@{INCLUDE,EXCLUDE@}) ] + [ TESTPOS (@{LARGE,SMALL@}) ] + [ CI (@var{confidence}) ] + [ DISTRIBUTION (@{FREE, NEGEXPO @}) ] + /MISSING=@{EXCLUDE,INCLUDE@} +@end display + + +The @cmd{ROC} command is used to plot the receiver operating characteristic curve +of a dataset, and to estimate the area under the curve. +This is useful for analysing the efficacy of a variable as a predictor of a state of nature. + +The mandatory @var{var_list} is the list of predictor variables. +The variable @var{state_var} is the variable whose values represent the actual states, +and @var{state_value} is the value of this variable which represents the positive state. + +The optional subcommand PLOT is used to determine if and how the ROC curve is drawn. +The keyword CURVE means that the ROC curve should be drawn, and the optional keyword REFERENCE, +which should be enclosed in parentheses, says that the diagonal reference line should be drawn. +If the keyword NONE is given, then no ROC curve is drawn. +By default, the curve is drawn with no reference line. + +The optional subcommand PRINT determines which additional tables should be printed. +Two additional tables are available. +The SE keyword says that standard error of the area under the curve should be printed as well as +the area itself. +In addition, a p-value under the null hypothesis that the area under the curve equals 0.5 will be +printed. +The COORDINATES keyword says that a table of coordinates of the ROC curve should be printed. + +The CRITERIA subcommand has four optional parameters: +@itemize @bullet +@item The TESTPOS parameter may be LARGE or SMALL. +LARGE is the default, and says that larger values in the predictor variables are to be +considered positive. SMALL indicates that smaller values should be considered positive. + +@item The CI parameter specifies the confidence interval that should be printed. +It has no effect if the SE keyword in the PRINT subcommand has not been given. + +@item The DISTRIBUTION parameter determines the method to be used when estimating the area +under the curve. +There are two possibilities, @i{viz}: FREE and NEGEXPO. +The FREE method uses a non-parametric estimate, and the NEGEXPO method a bi-negative +exponential distribution estimate. +The NEGEXPO method should only be used when the number of positive actual states is +equal to the number of negative actual states. +The default is FREE. + +@item The CUTOFF parameter is for compatibility and is ignored. +@end itemize + +The MISSING subcommand determines whether user missing values are to +be included or excluded in the analysis. The default behaviour is to +exclude them. +Cases are excluded on a listwise basis; if any of the variables in @var{var_list} +or if the variable @var{state_var} is missing, then the entire case will be +excluded. + +