I've got a question of understanding on ROC curve.
For estimation of an optimal cut point for a biomarker, I selected an anchor and performed a ROC analysis. The anchor event is quite rare (about 5%). The event when classifying now with the novel optimal cut point is much more frequent (about 20%). This of course results in a low PPV and high NPV.
Can anyone help me understand this deviation in frequencies. I cannot really wrap my head around it.
Thanks a lot!
search already for some answers, but couldn't really find anything.