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


From   wilson bigina sama-titanji <Wilson.Sama@unibas.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Confidence interval for area under the ROC curve
Date   Tue, 3 Oct 2006 14:19:07 +0200

Dear Svend,

Thanks. This is quite helpful. I just have one question. Why did you use the
command
replace bwt=-bwt

In my case, I have
logistic Y X1 X2 X3 X4 X5

I will not need to use any replace command. Am I correct?.

Thanks
Sama


Quoting Svend Juul <SJ@SOCI.AU.DK>:

> 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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