Re: st: ROC curves for multilevel xtmelogit models

[Roger Newson <r.newson@imperial.ac.uk>]

To find out how to use -somersd- to get confidence intervals for 
differences between ROC areas (or equivalently between Somers' D 
parameters), see Newson (2002), Newson (2006) and Newson (2010).
I hope this helps.

Best wishes

Roger


References

Newson RB. Comparing the predictive power of survival models using 
Harrell’s c or Somers’ D. The Stata Journal 2010; 10(3): 339–358.
Purchase article from
http://www.stata-journal.com/article.html?article=st0198
or download a pre-publication draft from
http://www.imperial.ac.uk/nhli/r.newson/papers.htm#papers_in_journals

Newson R. Confidence intervals for rank statistics: Somers' D and 
extensions. The Stata Journal 2006; 6(3): 309-334.
Download from
http://www.stata-journal.com/article.html?article=snp15_6

Newson R. Parameters behind "nonparametric" statistics: Kendall's tau, 
Somers' D and median differences. The Stata Journal 2002; 2(1): 45-64.
Download from
http://www.stata-journal.com/article.html?article=st0007

Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

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

On 24/03/2011 10:29, Phil Clayton wrote:
> See this:
> http://www.stata.com/statalist/archive/2009-10/msg00267.html
>
> I assume you can then use -roccomp- to compare different curves
>
> Phil
>
> On 23/03/2011, at 8:07 PM, Hope Hamrick Biswas wrote:
>
> > I am using Stata/SE 10.1 to try to construct ROC curves and compare
> > them for a 3-level xtmelogit model with random effects.  Here is the
> > code that I am using for the model:
> >
> > xi: xtmelogit positive i.riskscore || day: || episode:
> >
> > I've read elsewhere on the listserv that I can use -senspec- and then
> > -somersd-  to do this, but I haven't been able to figure out the
> > correct code.  Can anyone help me out?
> >
> > Thanks so much,
> >
> > Hope
> >
> > --
> >
> > Hope H. Biswas, Sc.M.
> > Ph.D. student in Epidemiology
> > University of California, Berkeley
> >
> > *
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> *
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