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From |
"Ariel Linden, DrPH" <ariel.linden@gmail.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: re: RE: st: Area under the curve and C-statistics |

Date |
Sat, 27 Oct 2012 11:19:42 -0400 |

I was thinking about perhaps something along these lines... // run mlogit on insure with 3 levels of the outcome webuse sysdsn1 mlogit insure age male nonwhite i.site // save predictions of each level of outcome predict p1 if e(sample), outcome(1) predict p2 if e(sample), outcome(2) predict p3 if e(sample), outcome(3) // generate dummy variables for each level tab insure, gen(type) // compare ROC curves for each predicted level of outcome to actual level 1 roccomp type1 p1 p2 p3, graph summary Ariel -----Original Message----- From: Ariel Linden, DrPH [mailto:ariel.linden@gmail.com] Sent: Saturday, October 27, 2012 10:56 AM To: statalist@hsphsun2.harvard.edu Subject: re: RE: st: Area under the curve and C-statistics This is an interesting program -mlogitroc-, but the output is not intuitive. I'll have to read through the reference papers To be more concrete, I just tried running the following code (which is used in the Stata manual for mlogit): webuse sysdsn1 xi: mlogitroc insure age male nonwhite i.site The output provides one ROC curve, where I would have expected 3 (three levels of the outcome -insure-). Thus, I am not sure which of the levels this ROC curve represents. Ariel Date: Fri, 26 Oct 2012 21:56:04 +0100 From: Abdelouahid Tajar <a_tajar@hotmail.co.uk> Subject: RE: st: Area under the curve and C-statistics Hi, Try mlogitroc mlogitroc generates multiclass ROC curves for classification accuracy based on multinomial logistic regression using mlogit. Details are in this link http://ideas.repec.org/c/boc/bocode/s457181.html Abdelouahid - ---------------------------------------- > From: ariel.linden@gmail.com > To: statalist@hsphsun2.harvard.edu > Subject: re: st: Area under the curve and C-statistics > Date: Fri, 26 Oct 2012 11:12:30 -0400 > > Hi Amal, > > -lroc- is a post-estimation command for running after logistic > regression, so it is not surprising that you got that error. > > It seems to me that since a multinomial regression is basically a > series of logistic models, you could run each model separately (i.e., > 2 vs 1, 3 vs 1, > 4 vs 1, etc.) and then plot all those results together using -roccomp-. > > Perhaps there is another way of doing this, but I just did a google > search and didn't find any relevant results. > > Ariel > > Date: Thu, 25 Oct 2012 19:38:49 +0000 > From: Amal Khanolkar <Amal.Khanolkar@ki.se> > Subject: st: Area under the curve and C-statistics > > Hi, > > I've used C statistics before and produced graphs that depict area > under the curve for logistic regression models. > > Is it possible to do the same for multinomial logistics regression models? > > I tried running: > > mlogit moth_wtgainbybmi i.mom_race2 age_mom sexx, base(1) rrr, if parity!=. > & gestwk_cat!=. & cigs_befx!=. & cigs_1stx!=. & cigs_2ndx!=. & cigs_3rdx!=. > & gestdb!=. & gesthy!=. & ht_cm!=. & plural==1 & edu_mom!=. & marriedxx!=. > > > lroc > > I get the error message 'last estimates not found...'. > > I assume that 'lroc' is suitable after using the 'logistic' command. > > Is there an equivalent for 'lroc' and 'roccomp' for multinomial > logistic regression? > > Thanks, > > /Amal. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

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