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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Re: cutoff point for ROC curve |

Date |
Sun, 13 Oct 2013 09:46:54 -0400 |

Final correction to the code, as I see that I referred to "distmax", not "distmin". Correction: one wants to see the cutoff that gives the *maximum* of Youden's index, not the minimum. See: http://en.wikipedia.org/wiki/Youden%27s_J_statistic which gives the source: Youden W. J., "Index for rating diagnostic tests.", Cancer 1950; 3: 32-35 I don't think there is a "best" cut-off value. I also like to see the value that gives the maximum of Youden's index, which is sensitivity - (1 - specificity) or P(D+|T+) -P(D+|T-) (or "true positive rate" - "false positive rate"). To do the calculation, down load Roger Newson's -senspec- from SSC. ******************************************** sysuse auto, clear logistic foreign mpg turn predict pr, pr cap which senspec if _rc { ssc install senspec } senspec foreign pr, sensitivity(sens) specificity(spec) gen youden= sens-(1-spec) egen youdenmax= max(youden) gen best_youden = abs(youden -youdenmax)<0.0001 gen dist = sqrt((1-sens)^2 + (1-spec)^2) egen distmin = min(dist) gen best_dist = abs(dist-distmax)<0.0001 format pr sens spec youden* dist* %6.5f list best* make pr youden* dist* if best_youden | best_dist ********************************************** Steve On Oct 13, 2013, at 7:03 AM, Michael Stewart wrote: HI , I am working with Prediction/classification using logistic regression and have question regarding ROC curves.I was hoping to get help from the Statalist community. After running the logistic regression , predict, my understanding is that lsens gives a graphical presentation of the AUC with various cut offs. If I need to find the best cut off value ( usually defined as minimal sum of (1-sensitivity)^2 + (1-specificity)^2); is there a good way / command to tabulate the results . Thank you very much for your time -- Thank you , Yours Sincerely, Mike. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Re: cutoff point for ROC curve***From:*Michael Stewart <michaelstewartresearch@gmail.com>

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