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Re: st: Inconsistent results with rocfit


From   rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Inconsistent results with rocfit
Date   Tue, 02 Mar 2010 12:22:49 -0600

Paul Seed wrote:

> 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.

and Ronan Conroy <rconroy@rcsi.ie> responded:

> The problem is reproducible. Using a dataset I'm currently working on, and a
> similar setup to Paul's, with

> . rocfit diagnosis logbnp1 , cont(5)

> I get an ROC area of 0.738, very similar to the 0.724 obtained from -
> roctab-

> However,

> . rocfit diagnosis bnp1, cont(5)

> gives an ROC area of 0.358! -roctab- reports the same area as before, 0.724

> It seems to me that the problem is that the -cut- option divides the range
> of the data into more or less equal lengths, rather than into quantiles. The
> result is that where the variable is very skewed, the frequencies are
> skewed. 

[...]

> This is what we used to call a misfeature - something that works as
> described in the manual, but does something that may not be in the user's
> best interests. I'd suggest the addition of a -group- option that allowed
> -continuous- to produce n more or less equal sized groups.

We will look into doing just that.

> The more alert (or anyone still reading this) will also note that - cut(5)-
> produced five groups in the first instance and four in the second. This
> seems to me like a bug.

We agree that this is a bug.  We'll put out a fix in an update.

--Bobby
rgutierrez@stata.com
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