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Re: st: Confidence interval for area under the ROC curve


From   "Svend Juul" <SJ@SOCI.AU.DK>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Confidence interval for area under the ROC curve
Date   Tue, 3 Oct 2006 13:33:16 +0200

Sama wrote:

I have just performed a logistic regression, and used the command lroc 
to obtain the area under the ROC curve. Please I would like to know what
command to use to obtain the 95% confidence interval for the area under
the ROC curve.
--------------------------------------------------------

Unfortunately -lroc- does not display the confidence interval, but here
is
a trick:

     webuse lbw , clear
  // Low -bwt- "predicts" smoking; we invert it:
     replace bwt=-bwt
  // -roctab- gives confidence interval
     roctab smoke bwt
     logistic smoke bwt
  // -lroc- gives no confidence interval
     lroc
  // use -predict- after logistic 
  // and use the predicted probability as input to -roctab-
     predict prob if e(sample)
     roctab smoke prob , summary

Hope this helps
Svend

__________________________________________

Svend Juul
Institut for Folkesundhed, Afdeling for Epidemiologi
(Institute of Public Health, Department of Epidemiology)
Vennelyst Boulevard 6
DK-8000  Aarhus C, Denmark
Phone: +45 8942 6090
Home:  +45 8693 7796
Email: sj@soci.au.dk
__________________________________________ 

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