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Re: st: Jackknife Cross-Validation for Logistic Regression Models


From   Roger Newson <roger.newson@kcl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Jackknife Cross-Validation for Logistic Regression Models
Date   Mon, 21 Nov 2005 12:34:19 +0000

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.

Roger



--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London

5th Floor, Capital House
42 Weston Street
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United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
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or 020 7848 6605 International +44 20 7848 6605
Email: roger.newson@kcl.ac.uk
Website: http://phs.kcl.ac.uk/rogernewson/

Opinions expressed are those of the author, not the institution.

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