Re: st: Jackknife Cross-Validation for Logistic Regression Models

[Roger Newson <roger.newson@kcl.ac.uk>]

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

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Tel: 020 7848 6648 International +44 20 7848 6648
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Email: roger.newson@kcl.ac.uk
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Opinions expressed are those of the author, not the institution.

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