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Re: st: Jackknife Cross-Validation for Logistic Regression Models
At 02:57 21/11/2005, Luo wrote:
I am trying to use STATA to do Jackknife cross-validations of the
classification results from logistic regression models. The Jackknife
cross-validations I have in mind include the classification tables and ROC
curves. I know STATA has a JKnife procedure applicable to various
statistical analyses, including logistic regression models, but can I make
the procedure produce specifically the above kinds of outcomes? Or are
there any other alternatives for these outcomes? Thanks!
Jackknife confidence intervals for the ROC area can be produced using the
-somersd- package, which you can download from SSC using the -ssc- command.
The -somersd- package includes a .pdf manual -somersd.pdf-, which discusses
methods for estimating Harrell's C (equivalent to the ROC area) for models
estimated from the same dataset.
I hope this helps.
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London
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London SE1 3QD
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Opinions expressed are those of the author, not the institution.
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