Friday, April 23, 2010

ROC curve and Wilcoxon-Mann-Whitney-Somers-Goodman-Kruskal rank correlation

ROC area (equiv. to Wilcoxon-Mann-Whitney and Somers' Dxy rank 
correlation between pred. P[Y=1] and Y) is a measure of pure 
discrimination, not a measure of accuracy per se.
from: https://stat.ethz.ch/pipermail/r-help/2007-July/137262.html

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