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st: error in rocfit?


From   "b. water" <barleywater@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: error in rocfit?
Date   Thu, 17 Feb 2005 15:36:21 +0000

dear listers,

i just ran rocfit on a dataset obtaining the following output. surely the std error or the AUC can't be right (>1). would appreciate advice and comments. fwiw, roctab showed standard error of 0.0724.

Binormal model of fbs on onefive Number of obs = 39
Goodness-of-fit chi2(-1) = 0.00
Prob > chi2 = .
Log likelihood = -23.115784

------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
intercept | 1.085096 4.579e+03 0.00 1.000 -8.973e+03 8.975e+03
slope (*) | 0.912109 5.161e+03 -0.00 1.000 -1.011e+04 1.012e+04
-------------+----------------------------------------------------------------
_cut1 | 0.887147 0.362530 2.45 0.014 0.176601 1.597692
------------------------------------------------------------------------------
------------------------------------------------------------------------------
| Indices from binormal fit
Index | Estimate Std. Err. [95% Conf. Interval]
-------------+----------------------------------------------------------------
ROC area | 0.788637 382.665741 -7.492e+02 750.799708
delta(m) | 1.189655 1.712e+03 -3.354e+03 3.356e+03
d(e) | 1.134972 1.726e+03 -3.381e+03 3.383e+03
d(a) | 1.133775 1.871e+03 -3.665e+03 3.668e+03
------------------------------------------------------------------------------
(*) z test for slope==1

thank you,
bw

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