Hi everyone,
After performing a 10-fold cross validation, I now have area under the curve (AUC) for each of the 10 test subsets. I calculated the average AUC (0.63).
I was interested to get the 95% CI, so I calculated the SE of the mean = 0.63 / sqrt root of 10 = 0.19.
The 95% CI for the AUC = 0.63 + / - 1.96 (0.19) = 0.23 to 1.02.
Is this approach correct ? , and how to interpret an AUC of > 1
Thanks
After performing a 10-fold cross validation, I now have area under the curve (AUC) for each of the 10 test subsets. I calculated the average AUC (0.63).
I was interested to get the 95% CI, so I calculated the SE of the mean = 0.63 / sqrt root of 10 = 0.19.
The 95% CI for the AUC = 0.63 + / - 1.96 (0.19) = 0.23 to 1.02.
Is this approach correct ? , and how to interpret an AUC of > 1
Thanks