At 02:57 21/11/2005, Luo wrote:
I am trying to use STATA to do Jackknife cross-validations of the
classification results from logistic regression models. The Jackknife
cross-validations I have in mind include the classification tables and ROC
curves. I know STATA has a JKnife procedure applicable to various
statistical analyses, including logistic regression models, but can I make
the procedure produce specifically the above kinds of outcomes? Or are
there any other alternatives for these outcomes? Thanks!
Jackknife confidence intervals for the ROC area can be produced using
the -somersd- package, which you can download from SSC using the -ssc-
command. The -somersd- package includes a .pdf manual -somersd.pdf-, which
discusses methods for estimating Harrell's C (equivalent to the ROC area)
for models estimated from the same dataset.
I hope this helps.
Roger
--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
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://phs.kcl.ac.uk/rogernewson/
Opinions expressed are those of the author, not the institution.
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