Hi guys,
I am quite new to the topic. However I constructed the toy-example ROC curve displayed in the figure below. ROC curves determine the sensitivity and the specificity of an estimator when its threshold is varied. Stata provides different commands for them: roctab, roccomp, rocfit, rocgold, rocreg, and rocregplot.
Nonetheless, I have constructed figure below using a simple twoway connected command (because I pre-computed FPR and TPR in Matlab).
Array
Now the problem is that I would like to compute the Area Under the Curve (AUC) of such ROC (i.e. area between diagonal line and the curve). How can I do that?
Thank you
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