Ben,
Thank you very much for thinking about this.
I have been trying to figure out how my index relates to the between-model
difference in the area under the ROC curves.��� The difference in AUCs are
notorious for sometimes being very small even when otherwise seemingly
important predictors are added to a model.� �I know that one interpretation
of the AUC is as �the probability that a subject with the outcome of
interest will be ranked higher than a subject without it, but I�m having a
hard time figuring out whether there is a direct transformation between AUC
differences and the index that I propose, which would offer a quantitative
measure of the number (or proportion) of patients correctly reassigned with
the new model.
Dan
***********
From: Chapman, Ben P [mailto:[email protected]]
Sent: Saturday, September 29, 2007 9:39 AM
To: [email protected]
Subject: net proportion of subjects with improved prediction
Hi Dan--not sure if this will be helpful or not; I've run into a similar
issue of trying to demonstrate that added variable(s) enhance overall
predictive accuracy in logit models.
�
This analysis at the UCLA web site shows a very interesting method
(apparently published in the stata journal) for demonstrating that added
predictor(s) enhance AUC--if you consider improvements in sensitivity v.
1-specificity as a net or overall measure of improved prediction--not sure
if it is exactly what you're looking for but thought I'd point it out...
�
http://www.ats.ucla.edu/stat/stata/faq/roc.htm
�
Best,
Ben Chapman
�
Benjamin Chapman, PhD
NRSA Postdoctoral Fellow
MPH Candidate
University of Rochester School of Medicine and Dentistry
Department of Psychiatry
Laboratory of Personality and Development
Rochester Center for Mind Body Research
�
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.488 / Virus Database: 269.13.33/1036 - Release Date: 9/28/2007
3:40 PM
No virus found in this outgoing message.
Checked by AVG Free Edition.
Version: 7.5.488 / Virus Database: 269.13.33/1036 - Release Date: 9/28/2007
3:40 PM
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
