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Re: st: Estimating Confidence Interval for ROC
--- Marc Schuhmacher <Marc.Schuhmacher@web.de> wrote:
> I developed a rating system based on a logit and a
> survival analysis model and use brier to estimate
> the ROC. However, I don't know how to derive the
> confidence intervall for my results. Please help.
I think that you can trick -roctab- to do this by
using the actual cutpoints and corresponding predicted
probabilities as your data. There was an article in
the Stata Journal written by M. Cleves that describes
a similar approach. I think it may help.
Ricardo Ovaldia, MS
Oklahoma City, OK
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