ROC Analysis Fundamentals
ROC analysis evaluates the discrimination ability of a binary classifier or diagnostic test with a continuous output. Key concepts:
• Threshold: The cutoff value above which a case is classified as positive • Sensitivity (TPR): Proportion of true positives correctly identified • Specificity (1 − FPR): Proportion of true negatives correctly identified • AUC: Summary measure of overall discrimination (0.5 = chance, 1.0 = perfect) • Youden index: Optimal threshold maximizing J = Sens + Spec − 1
The ROC curve is threshold-invariant — it shows performance across all possible thresholds, making it more informative than accuracy at a single cutoff.