Re: st: Comparing AUC for weighted samples in Stata?

[Steve Samuels <sjsamuels@gmail.com>]

I suggest also: add the stratum variables as predictors in the original -logistic- models and, possibly, in -somersd- as well. This should help capture any reduction in standard errors attributable to the stratification. 

Steve
sjsamuels@gmail.com

On Jan 13, 2012, at 6:02 AM, Roger B. Newson wrote:

The way to do this is to use -somersd- followed by -lincom-. As in:

somersd Y X1 X2 [pwei-sampwt], transf(c) tdist
lincom X1-X2

See Newson (2006) and Newson (2002) for examples of this.

If X1 and X2 are predictors from logistic regression models, then it is a good idea to estimate the Harrell's c statistics and their difference from a test set after fitting the model to a training set. See Newson (2010).

I hope this helps.

Best wishes

Roger


References

Newson RB. Comparing the predictive power of survival models using Harrell’s c or Somers’ D. The Stata Journal 2010; 10(3): 339–358. Purchase article from
http://www.stata-journal.com/article.html?article=st0198
or download pre-publication draft from
http://www.imperial.ac.uk/nhli/r.newson/papers.htm#papers_in_journals

Newson R. Confidence intervals for rank statistics: Somers' D and extensions. The Stata Journal 2006; 6(3): 309-334. Download from
http://www.stata-journal.com/article.html?article=snp15_6

Newson R. Parameters behind "nonparametric" statistics: Kendall's tau, Somers' D and median differences. The Stata Journal 2002; 2(1): 45-64. Download from
http://www.stata-journal.com/article.html?article=st0007


Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
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London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
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Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

On 13/01/2012 10:21, Stian Lydersen wrote:
> We have weighted samples from 4 strata of pre-school children. The
> strata sizes vary from 1095 to 194, and the sampling probabilities vary
> from 0.37 to 0.89, with highest sampling probabilities is the strata
> with high risk of diagnosis of a mental health problem. (The diagnosis,
> a gold standard, is established through an interview).
> 
> We investigate if the sum score from one or more questionnaires can be
> used as diagnostic screening instrument.
> 
> We have been able to compute ROC, and an estimate and CI for AUC using
> the suggestion on
> http://www.stata.com/statalist/archive/2009-01/msg00689.html
> 
> In addition we want to do the following:
> Compare the AUC for sum scores from two separate screeing instruments
> (on the same samples). Estimate, CI and p-value for difference?
> 
> Added value: Assume we use of screening instrument 2 in addition to
> screening instrument 1, for example estiamte a logistic regression model
> with predictro 1 alone, and the predictor 1 and 2. How much added value
> (in terms of AUC estimate CI and p-value) does this give?
> 
> Do you know where we can find info on how to do this, preferably in Stata?
> 
> 
> Regards, Stian Lydersen and Trude Hamre Sveen
> 
> e-mail stian.lydersen@ntnu.no
> 
> 
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