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Re: st: C-index for ordered logit models


From   Roger Newson <[email protected]>
To   [email protected]
Subject   Re: st: C-index for ordered logit models
Date   Mon, 01 Dec 2003 15:08:13 +0000

At 11:31 30/11/03 +0100, Pierre Antoine Kremp wrote:
Hi,

Does anybody know how to get the c-index (or simply the percentage of
concordant/tied/discordant pairs) after an ordered logit model? I know
that Sas gives this statistic in every logit regression output, but I
can't get it when I use Stata. Is there a specific instruction?
Somers' D is linked to the C-index by the formula

D=2C-1

and can be computed, with confidence limits, by my -somersd- package (downloadable from SSC together with .pdf manuals). More can be found on Somers' D, Kendall's tau-a and median differences in my Stata Journal article (Newson, 2002), which can be downloaded as a pre-publication draft from my website at
http://www.kcl-phs.org.uk/rogernewson/
either using a browser or using the Stata -net- command.

I hope this helps.

Roger

References

Newson R. Parameters behind "nonparametric" statistics: Kendall's tau, Somers' D and median differences. The Stata Journal 2002; 2(1): 45-64.


--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: [email protected]
Website: http://www.kcl-phs.org.uk/rogernewson

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

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