Receiver operating characteristic (ROC)

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Alberto
Posts: 19
Joined: Tue May 06, 2008 8:14 am

Receiver operating characteristic (ROC)

Unread post by Alberto »

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.
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