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1
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On some Inferential Procedures for Receiver Operating Characteristic Curves

100%
Rossa A., University of Łódź D. o. S. M.
Acta Universitatis Lodziensis. Folia Oeconomica
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2007
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vol. 206
EN
In the paper two significance tests for receiver operating characteristic curves (ROC) are proposed. Both tests use an asymptotic χ² distribution of the test statistics.
PL
W pracy zaproponowano dwa testy istotności dla krzywych operacyjno-charakterystycznych (ROC), oparte na asymptotycznym rozkładzie statystyk testowych χ².
2
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ESTIMATING THE ROC CURVE AND ITS SIGNIFICANCE FOR CLASSIFICATION MODELS’ ASSESSMENT

80%
Gajowniczek K., Ząbkowski T., Szupiluk R.
Metody Ilościowe w Badaniach Ekonomicznych
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2014
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vol. 15
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issue 2
382-391
EN
Article presents a ROC (receiver operating characteristic) curve and its application for classification models’ assessment. ROC curve, along with area under the receiver operating characteristic (AUC) is frequently used as a measure for the diagnostics in many industries including medicine, marketing, finance and technology. In this article, we discuss and compare estimation procedures, both parametric and non-parametric, since these are constantly being developed, adjusted and extended.
3
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The use of Beneish M-scores to reveal creative accounting: evidence from Slovakia

80%
Durana P., Blazek R., Machova V., Krasnan M.
Equilibrium. Quarterly Journal of Economics and Economic Policy
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2022
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vol. 17
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issue 2
481-510
EN
Research background: In creative accounting, the primary goal of every enterprise is to increase and strengthen its market position. Over the years, manipulation of financial statements has also reached the territory of Central European countries, including the Slovak Republic. Therefore, an analysis was conducted to identify enterprises that handle accounting. This article focuses specifically on Sector A: agriculture, forestry, and fisheries. Purpose of the article: The aim of the article was to reveal the creative accounting practices of a sample of enterprises operating in the Slovak business environment in a sector using the Beneish model. Methods: The Beneish model was used to calculate the manipulation of enterprises? financial statements. Both variants, that is, the 5-parameter model and 8-parameter model, were used for the calculation. The results of these models were plotted using graphs and receiver operating characteristic (ROC) curves. Findings & value added: Based on the use of both variants of the Beneish model, it was proven that enterprises in the analyzed sector use the possibility of manipulating financial statements. The added value of the article is the detection of the use of creative accounting in a specific sector, which makes the study original in its application and space-time orientation.
4
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Receiver operating characteristic analysis of the FeNO biomarker in the diagnosis of asthma

80%
Marek Biesiadecki M., Sabina Galiniak S., Dorota Bartusik-Aebisher D., David Aebisher D.
European Journal of Clinical and Experimental Medicine
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2018
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issue 4
253-258
EN
Introduction. The fraction of exhaled nitric oxide (FeNO) is used as a non-invasive biomarker that reflects inflammation in the airways. It is so versatile that it used to control asthma severity as well as to monitor response to treatment. However, the exact cut-off point of the nitric oxide level which allows one to make a precise diagnosis of asthma is unclear. Aim. To examine the possibility of using advanced statistical methods such as receiver operating characteristic for the analysis of FeNO concentrations for improving the diagnosis of asthma. Materials and methods. Receiver operating characteristic (ROC) was used for analyzing results to determine levels of nitric oxide which may be a prognostic indicator of asthma. The studied group consisted of 111 children including 69 asthmatic patients, and 42 age- and sex-matched healthy subjects. Measurement of exhaled nitric oxide was conducted in all subjects included in this study. Results. FeNO level was higher in asthmatic patients. The analysis of results showed that the cut-off point for the FeNO concentration is 11.5 ppb. Sensitivity and specificity with the FeNO level allowed us to determine a value of the diagnostic variable of FeNO concentration of 14.0 ppb. A comparison of FeNO level and sex of the subjects showed there is no correlation between these parameters of patients. Conclusions. Currently, the FeNO measurement provides complementary d
5
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ON THE SELECTED METHODS FOR EVALUATING CLASSIFICATION MODELS

70%
Misztal M.
Acta Universitatis Lodziensis. Folia Oeconomica
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2014
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vol. 3
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issue 302
EN
Traditional measures for assessing the performance of classification models for binary outcomes are the ROC curve and the area under the ROC curve (AUC). Reclassification tables (Cook, 2008), net reclassification improvement (NRI) and integrated discrimination improvement (IDI) (Pencina et al., 2008) or decision – analytic measures with decision curve analysis (Vickers & Elkin, 2006) have been recently proposed for evaluating the predictive ability of classifiers. This paper analyzes the measures mentioned above with some credit taking application.  
6
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The relationship between food insecurity and objective and subjective income indicators in Poland

51%
Dudek H.
Śląski Przegląd Statystyczny
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2020
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issue 18 (24)
121-132
EN
The study analyses food insecurity in Poland on the basis of data from the Food and Agriculture Organization of the United Nations. This data assesses the scale of experiencing food insecurity by the respondents. It includes information obtained during 2014-2019 from 6080 people. The dependence of food insecurity on the subjective and objective income situation of individuals was examined. Typical methods of analysis were used, such as Pearson’s χ2 test, Cramer V and Kendall τb measures, and the logit model. It was found that the perception of food insecurity depends more on the subjective rather than objective income situation.
PL
W pracy podjęto się analizy zjawiska braku bezpieczeństwa żywnościowego w Polsce na podstawie danych Organizacji Narodów Zjednoczonych ds. Wyżywienia i Rolnictwa. Dane te odnoszą się do oceny skali doświadczania niepewności żywnościowej przez respondentów. Obejmują informacje pozyskane w latach 2014-2019 od 6080 osób. W pracy badano zależność występowania braku bezpieczeństwa żywnościowego od indywidualnej obiektywnej i subiektywnej sytuacji dochodowej. Wykorzystano typowe metody analizy danych, takie jak test χ2 Pearsona, miary V Cramera i τb Kendalla, jak również model logitowy. Stwierdzono, że odczuwanie braku bezpieczeństwa żywnościowego było bardziej zależne od subiektywnej niż od obiektywnej sytuacji dochodowej.
7
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Empirical and Kernel Estimation of the ROC Curve

41%
Baszczyńska A. K.
Acta Universitatis Lodziensis. Folia Oeconomica
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2015
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vol. 1
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issue 311
PL
W pracy rozważane są wybrane metody estymacji krzywej ROC (Receiver Operating Characteristic), w tym metody parametryczne i nieparametryczne. Podejście nieparametryczne może oznaczać zastosowanie empirycznego estymatora krzywej ROC lub  estymatora jądrowego. Podjęta jest próba porównania estymacji empirycznej oraz jądrowej ze szczególnym uwzględnieniem wpływu liczebności próby, jak również metody wyboru parametru wygładzania i funkcji jądra na rezultat procedury estymacyjnej. W oparciu o wyniki badania symulacyjnego określone są wskazówki użyteczne w procedurach estymacji krzywej ROC.
EN
The paper presents chosen methods for estimating the ROC (Receiver Operating Characteristic) curve, including parametric and nonparametric procedures. Nonparametric  approach may involve the use of empirical method or kernel method of the ROC curve estimation. In the analysis, an attempt of comparison of empirical and kernel ROC estimators is done, considering the impact of sample size, choice of smoothing parameter and kernel function in kernel estimation on the results of the estimation. Based on the results of simulation studies, some suggestions, useful in the procedures of nonparametric ROC curve are determined.
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