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RE: st: Estimating Confidence Interval for ROC

From   "Svend Juul" <[email protected]>
To   <[email protected]>
Subject   RE: st: Estimating Confidence Interval for ROC
Date   Tue, 14 Jun 2005 14:13:16 +0200

Marc Schuhmacher wrote:
"I developed a rating system based on a logit and
a survival analysis model and use brier to estimate
the ROC. However, I don't know how to derive the 
confidence interval for my results. Please help."

-lroc- after -logistic- calculates the AUC, but does 
not display the confidence interval. You may, however,
do this to obtain the confidence interval:

  logistic outcome ...
  predict prob if e(sample)
  roctab outcome prob , summary
Is this what you were looking for?


Svend Juul
Institut for Folkesundhed, Afdeling for Epidemiologi
(Institute of Public Health, Department of Epidemiology)
Vennelyst Boulevard 6
DK-8000  Aarhus C, Denmark
Phone: +45 8942 6090
Home:  +45 8693 7796
Email: [email protected]

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