[prev in list] [next in list] [prev in thread] [next in thread] 

List:       sas-l
Subject:    Re: ROC macro
From:       David Izrael <david_izrael () ABTASSOC ! COM>
Date:       2003-01-31 19:09:05
[Download RAW message or body]

cluster_t@hotmail.com (ClusterT) wrote in message news:<db39e4c6.0301310301.1645772f@posting.google.com>...
> Hello Marisa,
>
> Another way of calculate the area under ROC curve (AUC) is via PROC LOGISTIC.
>
> The AUC is showed in the C-statistic result.
>
> Also yo can specify the OUTROC option in the PROC LOGISTIC procedure as follows:
>
> proc logistic data=mydata;
>      model depvar inddepvars /outroc=rocfile;
> run;
>
> You can obtain more information about ROC in the
>
> http://www.otago.ac.nz/sas/onldoc.htm
>
> (use the keyword ROC in the Search tag).
>
> Regards
>
> ClusterT

For unweighted model statistic c will give you AUC. For weighted model
take a look at Izrael, D., Battaglia, A.A., Hoaglin, D.C., Battaglia,
M.P. (2002). &#8221;Use of the ROC Curve and the Bootstrap in
Comparing Weighted Logistic Regression Models,&#8221; Proceedings of
Twenty-Seventh Annual SAS Users Group International Conference, Paper
248.

David

[prev in list] [next in list] [prev in thread] [next in thread]