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Re: st: Inconsistent results with rocfit
From
[email protected] (Roberto G. Gutierrez, StataCorp)
To
[email protected]
Subject
Re: st: Inconsistent results with rocfit
Date
Tue, 02 Mar 2010 12:22:49 -0600
Paul Seed wrote:
> An odd problem has come up. I have two versions on the same predictor (as
> measured & logged) , and one binary outcome.
> When I use -roctab-, I get identical estimates of the ROC area. when I use
> -rocfit-, I do not.
and Ronan Conroy <[email protected]> responded:
> The problem is reproducible. Using a dataset I'm currently working on, and a
> similar setup to Paul's, with
> . rocfit diagnosis logbnp1 , cont(5)
> I get an ROC area of 0.738, very similar to the 0.724 obtained from -
> roctab-
> However,
> . rocfit diagnosis bnp1, cont(5)
> gives an ROC area of 0.358! -roctab- reports the same area as before, 0.724
> It seems to me that the problem is that the -cut- option divides the range
> of the data into more or less equal lengths, rather than into quantiles. The
> result is that where the variable is very skewed, the frequencies are
> skewed.
[...]
> This is what we used to call a misfeature - something that works as
> described in the manual, but does something that may not be in the user's
> best interests. I'd suggest the addition of a -group- option that allowed
> -continuous- to produce n more or less equal sized groups.
We will look into doing just that.
> The more alert (or anyone still reading this) will also note that - cut(5)-
> produced five groups in the first instance and four in the second. This
> seems to me like a bug.
We agree that this is a bug. We'll put out a fix in an update.
--Bobby
[email protected]
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