เอกสารการประชุมวิชาการและเสนอผลงานวิจัย มหาวิทยาลัยทักษิณ ครั้งที่ 19 2552 - page 178

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Power of the Test of the Test Statistic for the Area Under ROC curve on a Probit Model
ž“¤µ£¦–r µœ»„¼¨ *1
Patamaporn Sanukool *1
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‡ÎµÎµ‡´: ÁoœÃ‡oŠ ROC, ¡ºÊœš¸ÉĘoÇoŠ ROC, ˜´ªÂÃ¡¦·š, °Îµœµ‹„µ¦š—°
Abstract
The objective of this research is to evaluate the power of the test of the test statistic for the area under
ROC curve on a Probit model. We study on the case when the regression coefficient 1 E varies, but 0 E is fixed.
The experiment is done under the following conditions. The model assumes 1 independent variable X , where
X has normal distribution with mean 1 and variance 1. The number of sample size varies from 50, 100, 200, 300,
400, 500 to 1,000 and the simulation is repeated for 2,000 times. The conclusions of this study are as follows. The
power of the test statistic is an increasing function of the absolute value of 1 E . When the sample size is higher, the
power of the test statistic approaches 1.00, except for the case when 00.0
1 E , where the power of the test is very
low regardless of the sample size.
Keywords: ROC curve, Area under the ROC curve, Probit model, Power of the test
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*Corresponding author: Ú¦«´¡šr 089-4621922Email-s_anukool@hotmail.com