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st: RE: an ROC equivalent for continuous variables?


From   "Newson, Roger B" <r.newson@imperial.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: an ROC equivalent for continuous variables?
Date   Sun, 3 May 2009 20:52:43 +0100

The ROC is generalized for continuous outcomes (and even to possibly censored outcomes) as Harrell's c-index. This is generated by the -somersd- package, downloadable from SSC together with a set of .pdf manuals. Harrell's c is related to Somers' D by the formula

D=2c-1

where D is Somers' D and c is Harrell's c. I personally prefer to use Somers' D, with the hyperbolic arctangent (or Fisher's z) transformation to Normalize the sampling distribution and to stabilize the variance.

I hope this helps.

Best wishes

Roger


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk 
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

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

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Marcello Pagano
Sent: 03 May 2009 19:18
To: statalist@hsphsun2.harvard.edu
Subject: st: an ROC equivalent for continuous variables?




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