Julia Rogovaia You could consider using Youden's J-statistic as the best cut-off that maximizes both sensitivity and specificity.

As @Jan Lisec pointed below, you would have several values of J. What you need is max ( Abs (J)) that maximizes both.

Hi,

If I understand you correctly, than you do obtain multiple cutoff values -- one for each chracteristic -- for a given sensitivity/specificity. Combine these cutoff's into one would mean that for every characteristic you will effectively change sensitivity/specificity. You now have to define what 'optimal' means for you. :) Do you want to maximize sensitivity for all characteristics? Do you want to weight characteristic A with 90% and B/C with 5% each? Something else?

Bests, Jan

Dear Julia,

I totally agree with Jan Lisec , without a well defined aim you can not choose an optimal cutoff aggregation method.

Ákos

Ákos Bede-Fazekas , Jan Lisec , Ashutosh Karna thank you all so much!