Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Inconsistent results with rocfit
From
Paul Seed <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Inconsistent results with rocfit
Date
Thu, 25 Feb 2010 18:30:40 +0000
Dear Statalist,
An odd problem has come up.
I have two versions on the same predictor
(as measured & logged) , and one binary outcome.
When I use -roctab-, I get identical estimates of the ROC area.
when I use -rocfit-, I do not.
Is this to do with the way -rocfit-
divides the predictor into groups?
Is it a bug in -rocfit-?
I am using Stata version 10.1 on a Windows machine, in case it is relevant.
I can supply the data set if anyone is interested, but won't take up
bandwidth by listing it here..
********************************************************
* Commands:
gen l_max_mcp_1 = log( max_mcp_1)
su max_mcp_1 if max_mcp_1 >0, mean
replace l_max_mcp_1 = log(r(min)/2) if max_mcp_1 ==0
corr l_max_mcp_1 max_mcp_1
spearman l_max_mcp_1 max_mcp_1
rocfit del_34 max_mcp_1 , cont(5) nolog
rocfit del_34 l_max_mcp_1 , cont(5) nolog
********************************************************
* Selected output
. version
version 10.1
. corr l_max_mcp_1 max_mcp_1
(obs=125)
| l_max_~1 max_mc~1
-------------+------------------
l_max_mcp_1 | 1.0000
max_mcp_1 | 0.6305 1.0000
.
. spearman l_max_mcp_1 max_mcp_1
Number of obs = 125
Spearman's rho = 1.0000
.
. rocfit del_34 max_mcp_1 , cont(5) nolog
Binormal model of del_34 on max_mcp_1 Number of obs
= 120
Goodness-of-fit chi2(1) = 4.86
Prob > chi2 = 0.0274
Log likelihood = -62.882551
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
intercept | 0.736393 1.202242 0.61 0.540 -1.619957
3.092743
slope (*) | 1.303260 0.890019 0.34 0.733 -0.441145
3.047665
-------------+----------------------------------------------------------------
/cut1 | 1.199603 0.168230 7.13 0.000 0.869879
1.529326
/cut2 | 1.404337 0.184995 7.59 0.000 1.041753
1.766921
/cut3 | 1.563270 0.209553 7.46 0.000 1.152554
1.973987
------------------------------------------------------------------------------
------------------------------------------------------------------------------
| Indices from binormal fit
Index | Estimate Std. Err. [95% Conf.
Interval]
-------------+----------------------------------------------------------------
ROC area | 0.673024 0.198622 0.283733
1.062316
delta(m) | 0.565039 0.564877 -0.542100
1.672178
d(e) | 0.639435 0.810891 -0.949883
2.228753
d(a) | 0.633964 0.778517 -0.891903
2.159830
------------------------------------------------------------------------------
(*) z test for slope==1
. rocfit del_34 l_max_mcp_1 , cont(5) nolog
Binormal model of del_34 on l_max_mcp_1 Number of obs
= 120
Goodness-of-fit chi2(2) = 0.72
Prob > chi2 = 0.6961
Log likelihood = -149.19666
------------------------------------------------------------------------------
| Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
intercept | 0.972725 0.318396 3.06 0.002 0.348680
1.596771
slope (*) | 1.127073 0.243452 0.52 0.602 0.649916
1.604230
-------------+----------------------------------------------------------------
/cut1 | -0.942573 0.150530 -6.26 0.000 -1.237607
-0.647539
/cut2 | -0.642605 0.137181 -4.68 0.000 -0.911475
-0.373735
/cut3 | 0.946408 0.148170 6.39 0.000 0.656001
1.236815
/cut4 | 1.565039 0.196433 7.97 0.000 1.180037
1.950041
------------------------------------------------------------------------------
------------------------------------------------------------------------------
| Indices from binormal fit
Index | Estimate Std. Err. [95% Conf.
Interval]
-------------+----------------------------------------------------------------
ROC area | 0.740724 0.058236 0.626584
0.854864
delta(m) | 0.863055 0.236093 0.400322
1.325788
d(e) | 0.914614 0.256090 0.412687
1.416541
d(a) | 0.912986 0.254270 0.414626
1.411346
------------------------------------------------------------------------------
(*) z test for slope==1
---------
[email protected] (work), [email protected] (personal)
King's College London,
Division of Reproduction and Endocrinology
& Department of Primary Care and Public Health Sciences
St Thomas' Hospital, Westminster Bridge Road, London SE1 7EH
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/