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st: ROC Curve and Mulltinomial Logit Regression

From   Tunga Kantarcı <[email protected]>
To   [email protected]
Subject   st: ROC Curve and Mulltinomial Logit Regression
Date   Wed, 28 Sep 2011 17:39:35 +0200


I am trying to judge if my multinomial logit model is performing well
in terms of its predictive power. There are several goodness of fit
measures I could consider. One of them is the "area under the RIC
Curve". I would like to calculate the "area under the ROC Curve" after
my multinomial logit regression but cannot really figure out if there
is a third party ado file that computes it. For the logit regression
there is the "lroc" command, as I understand, but is there a
corresponding lroc command for mlogit?

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