On Thu, Feb 09, 2012 at 02:05:08PM +0000, linda Porz wrote: > Dear all, > > I am using the ROCR library to compute the AUC and also the Hmisc library > to compute the C-index of a predictor and a group variable. The results of > AUC and C-index are similar and give a value of about 0.57. The Wilcoxon > p-value is <0.001! Why the AUC is showing small value and the p-value is > high significant? The AUC is based on Wilcoxon calculation?
Hi. There is no direct relationship between AUC and p-value of Wilcoxon. AUC measures, how well two distributions may be separated. The p-value measures, to which extent it is clear that the distributions are different. The test is significant, even if it is very clear that there is a tiny difference between the two distributions. This may happen for a large sample size. If the sample size increases, then AUC for separating variables X, Y converges to P(X < Y), which may be 0.57 and still, the p-value may converge to 0. Hope this helps. Can you send a concrete numerical example? Petr Savicky. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
