Joint Econometrics and Statistics Workshop
Two projects on the AUC
Haben Michael (University of Massachusetts)
Friday 17 February 2023 12:00 - 13:00
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About this event
I will describe two current projects dealing with the AUC. The AUC is a measure of how well a binary classifier discriminates. Long popular in the medical sciences, it has seen new life in data science applications. In the first project, we consider two generalizations of the AUC to accommodate clustered data. We describe situations in which the two cluster AUCs diverge and other situations in which they coincide. In the second, we describe a nonparametric method of estimating the AUC of an index β^Tx when β is estimated from the same data, with a focus on nonparametric estimation of the difference of the AUCs of two distinct indices.
Econometrics and Statistics seminars are held on Fridays in term time at 12:00-13:00, ONLINE, unless specified otherwise.
Seminar organisers: Dr Tatiana Komarova and Dr Yunxiao Chen.
For further information please contact Lubala Chibwe: l.chibwe@lse.ac.uk.
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