Dear Svend,
Thanks. This is quite helpful. I just have one question. Why did you use the
command
replace bwt=-bwt
In my case, I have
logistic Y X1 X2 X3 X4 X5
I will not need to use any replace command. Am I correct?.
Thanks
Sama
Quoting Svend Juul <[email protected]>:
> Sama wrote:
>
> I have just performed a logistic regression, and used the command lroc
> to obtain the area under the ROC curve. Please I would like to know what
> command to use to obtain the 95% confidence interval for the area under
> the ROC curve.
> --------------------------------------------------------
>
> Unfortunately -lroc- does not display the confidence interval, but here
> is
> a trick:
>
> webuse lbw , clear
> // Low -bwt- "predicts" smoking; we invert it:
> replace bwt=-bwt
> // -roctab- gives confidence interval
> roctab smoke bwt
> logistic smoke bwt
> // -lroc- gives no confidence interval
> lroc
> // use -predict- after logistic
> // and use the predicted probability as input to -roctab-
> predict prob if e(sample)
> roctab smoke prob , summary
>
> Hope this helps
> Svend
>
> __________________________________________
>
> 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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