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st: Choosing cut offs to maximize ROC


From   Ashwin Ananthakrishnan <ashwinna@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Choosing cut offs to maximize ROC
Date   Thu, 18 Jun 2009 18:15:27 -0700 (PDT)

Hi, 

I'm trying to use logistic regression of a dichotomous outcomes (disease - Y/N) against several predictors which are continuous variables (such as age, hemoglobin, etc.). But I am trying to also calculate a risk score where I would like to include even continuous predictors as a dichotomous variable (for example, Age > 45). 

How do I statistically select the cut-offs for the continuous predictor variables? I would like to choose cut offs that would maximize the area under the curve for each of the predictors. 

Is the only way to manually create different cut offs (for example - age>40, age > 42, age > 45, age > 50) and find the ROC by using the lroc command? 

Is there a way for Stata to do this automatically and give me the output of which cut off maximizes the ROC for each of the continuous variables? 

Thanks, 

Ashwin
Stata 9.2 user


      
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