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.
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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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