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Re: st: obtaining AUC at each iteration when bootstrapping alogistic reg ression model


From   May Boggess <[email protected]>
To   [email protected]
Subject   Re: st: obtaining AUC at each iteration when bootstrapping alogistic reg ression model
Date   09 Jul 2004 10:42:28 -0500

On Friday, Marieke asked:

> In order to validate internally and asses overfitting in a logistic
> regression model, I performed bootstrapping. However, I noticed that it is
> impossible to get the AUC (from lroc) for each repetition. Does anyone know
> how I can solve this.
> 
We can write a small rclass program to save the area each time.
Here is an example:

 program drop myboot
 program myboot, rclass
 logit for rep
 lroc, nograph
 ret list
 return scalar area=r(area)
 end

 clear
 sysuse auto
 logit for rep
 lroc, nograph
 bootstrap "myboot" r(area), reps(5) saving(bootresults, replace)

 clear
 use bootresults
 list

--May
 [email protected]



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