[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[no subject]

> From: Ariel Linden [] 
> Sent: Friday, May 01, 2009 9:36 AM
> To: ''
> Subject: an ROC equivalent for continuous variables?

Hi fellow list-servers,

 The ROC curve is a wonderful tool for assessing predictive accuracy when
the outcome is dichotomous, but I would love to get opinions on methods to
assess accuracy in models using continuous outcome variables (outside of
the r-squared statistic of course). I am thinking along the lines of mean
absolute percentage error (as is common in time series analysis), or
possibly bootstrapping the difference, but I would love to hear from
others what they think.

Thanks in advance.


*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index