> From: Ariel Linden [mailto:[email protected]]
> Sent: Friday, May 01, 2009 9:36 AM
> To: '[email protected]'
> Subject: an ROC equivalent for continuous variables?
Hi fellow list-servers,
The ROC curve is a wonderful tool for assessing predictive accuracy when
the outcome is dichotomous, but I would love to get opinions on methods to
assess accuracy in models using continuous outcome variables (outside of
the r-squared statistic of course). I am thinking along the lines of mean
absolute percentage error (as is common in time series analysis), or
possibly bootstrapping the difference, but I would love to hear from
others what they think.
Thanks in advance.
Ariel
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
