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Disease

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Concentration
0.52
0.53
0.54
0.56
0.59
0.59
0.65
0.66
0.69
0.69
0.72
0.72
0.73
0.73
0.78
0.81
0.82
0.82
0.90
0.94
0.95
0.96
1.14
1.16
1.18
1.20
1.23
1.25
1.26
1.30
0.90
0.98
1.04
1.05
1.12
1.12
1.30
1.31
1.35
1.36
1.37
1.38
1.40
1.40
1.42
1.43
1.46
1.46
1.48
1.50

XLSTAT 2009.4.03 - ROC Curves - on 26/08/2009 at 23:20:27


Event data: Workbook = demoROC.xls / Sheet = Data / Range = Data!$B:$B / 50 rows and 1 column
Test data: Workbook = demoROC.xls / Sheet = Data / Range = Data!$C:$C / 50 rows and 1 column
Size (%): 95 / Wald(Continuity correction)
Area under the curve (Variance): Bamber
Costs: TP = 1 / TN = 1 / FP = 2 / FN = 4

Summary statistics:
Variable Observations
Obs. with Obs.
missing
without
data missingMinimum
data
Maximum
Concentration
50
0
50
0.520
1.500

Disease Frequency
+
20
30
Prevalence
0.400

Mean Std. deviation


1.029
0.313

%
40%
60%
40%

ROC Curve / Concentration / AUC=0,913


1

True positive rate (Sensitivity)

0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0

0.2

0.4

0.6

0.8

False positive rate (1 - Specificity)

ROC analysis:
ConcentrationSensitivity
Lower bound
Upper
(95%)
bound (95%)
Specificity
Lower bound
Upper
(95%)
bound (95%)Cost
0.520
1.000
0.806
1.000
0.000
0.000
0.138
80
0.530
1.000
0.806
1.000
0.033
0.000
0.184
79
0.540
1.000
0.806
1.000
0.067
0.009
0.226
78
0.560
1.000
0.806
1.000
0.100
0.028
0.266
77
0.590
1.000
0.806
1.000
0.133
0.048
0.305
76

0.650
1.000
0.806
1.000
0.200
0.660
1.000
0.806
1.000
0.233
0.690
1.000
0.806
1.000
0.267
0.720
1.000
0.806
1.000
0.333
0.730
1.000
0.806
1.000
0.400
0.780
1.000
0.806
1.000
0.467
0.810
1.000
0.806
1.000
0.500
0.820
1.000
0.806
1.000
0.533
0.900
1.000
0.806
1.000
0.600
0.940
0.950
0.743
1.000
0.633
0.950
0.950
0.743
1.000
0.667
0.960
0.950
0.743
1.000
0.700
0.980
0.950
0.743
1.000
0.733
1.040
0.900
0.684
0.982
0.733
1.050
0.850
0.629
0.954
0.733
1.120
0.800
0.577
0.923
0.733
1.140
0.700
0.478
0.855
0.733
1.160
0.700
0.478
0.855
0.767
1.180
0.700
0.478
0.855
0.800
1.200
0.700
0.478
0.855
0.833
1.230
0.700
0.478
0.855
0.867
1.250
0.700
0.478
0.855
0.900
1.260
0.700
0.478
0.855
0.933
1.300
0.700
0.478
0.855
0.967
1.310
0.650
0.431
0.819
1.000
1.350
0.600
0.386
0.781
1.000
1.360
0.550
0.342
0.741
1.000
1.370
0.500
0.300
0.700
1.000
1.380
0.450
0.259
0.658
1.000
1.400
0.400
0.219
0.614
1.000
1.420
0.300
0.145
0.522
1.000
1.430
0.250
0.110
0.474
1.000
1.460
0.200
0.077
0.423
1.000
1.480
0.100
0.018
0.316
1.000
1.500
0.050
0.000
0.257
1.000
Test is positive if Concentration >= threshold value

0.093
0.116
0.141
0.192
0.246
0.303
0.332
0.362
0.423
0.454
0.486
0.519
0.553
0.553
0.553
0.553
0.553
0.587
0.622
0.658
0.695
0.734
0.774
0.816
0.862
0.862
0.862
0.862
0.862
0.862
0.862
0.862
0.862
0.862
0.862

True positive, True negative, False positive, False


negative / Concentration
100%
90%
80%
70%
60%

FN

FP
50%

TN
40%
30%
20%

TP

0.378
0.413
0.447
0.514
0.577
0.638
0.668
0.697
0.754
0.781
0.808
0.834
0.859
0.859
0.859
0.859
0.859
0.884
0.907
0.930
0.952
0.972
0.991
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000

74
73
72
70
68
66
65
64
62
64
63
62
61
64
67
70
76
75
74
73
72
71
70
69
71
74
77
80
83
86
92
95
98
104
107

20%
10%
0%
0.52 0.59 0.72 0.82 0.96 1.12

1.2

1.3

1.37 1.43

Concentration

Cost / Concentration
120

100

Cost

80

60

40

20

0
0

0.2

0.4

0.6

0.8

1.2

1.4

1.6

Concentration

Area under the curve (AUC):


AUC
0.913

Standard error
Lower bound
Upper
(95%)
bound (95%)
0.032
0.851
0.976

Comparison of the AUC to 0.5:


95% confidence interval on the difference between the AUC and 0.5 (Two-tailed test):
] 0.351; 0.476 [
Difference
0.413
z (Observed value)
12.895
z (Critical value) 1.960
p-value (Two-tailed)
< 0,0001
alpha
0.05

Test interpretation:
H0: The AUC is equal to 0.5.
Ha: The AUC is different from 0.5.
As the computed p-value is lower than the significance level alpha=0,05, one should reject the null hypothesis H0, a
The risk to reject the null hypothesis H0 while it is true is lower than 0,01%.

50 rows and 1 column


0 rows and 1 column

Std. deviation

PPV
0.400
0.408
0.417
0.426
0.435

NPV
1.000
1.000
1.000
1.000

LR+
1.000
1.034
1.071
1.111
1.154

LR0.000
0.000
0.000
0.000

TP

TN
20
20
20
20
20

FP
0
1
2
3
4

FN
30
29
28
27
26

0
0
0
0
0

0.455
0.465
0.476
0.500
0.526
0.556
0.571
0.588
0.625
0.633
0.655
0.679
0.704
0.692
0.680
0.667
0.636
0.667
0.700
0.737
0.778
0.824
0.875
0.933
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000

1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
0.950
0.952
0.955
0.957
0.917
0.880
0.846
0.786
0.793
0.800
0.806
0.813
0.818
0.824
0.829
0.811
0.789
0.769
0.750
0.732
0.714
0.682
0.667
0.652
0.625
0.612

1.250
1.304
1.364
1.500
1.667
1.875
2.000
2.143
2.500
2.591
2.850
3.167
3.563
3.375
3.188
3.000
2.625
3.000
3.500
4.200
5.250
7.000
10.500
21.000
+Inf
+Inf
+Inf
+Inf
+Inf
+Inf
+Inf
+Inf
+Inf
+Inf
+Inf

0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.079
0.075
0.071
0.068
0.136
0.205
0.273
0.409
0.391
0.375
0.360
0.346
0.333
0.321
0.310
0.350
0.400
0.450
0.500
0.550
0.600
0.700
0.750
0.800
0.900
0.950

20
20
20
20
20
20
20
20
20
19
19
19
19
18
17
16
14
14
14
14
14
14
14
14
13
12
11
10
9
8
6
5
4
2
1

6
7
8
10
12
14
15
16
18
19
20
21
22
22
22
22
22
23
24
25
26
27
28
29
30
30
30
30
30
30
30
30
30
30
30

24
23
22
20
18
16
15
14
12
11
10
9
8
8
8
8
8
7
6
5
4
3
2
1
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
1
1
1
1
2
3
4
6
6
6
6
6
6
6
6
7
8
9
10
11
12
14
15
16
18
19

hould reject the null hypothesis H0, and accept the alternative hypothesis Ha.