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RE: st: Area under the curve and C-statistics
From
Abdelouahid Tajar <[email protected]>
To
statalist <[email protected]>
Subject
RE: st: Area under the curve and C-statistics
Date
Fri, 26 Oct 2012 21:56:04 +0100
Hi,
Try mlogitroc
mlogitroc generates multiclass ROC curves for classification accuracy based on multinomial logistic regression using mlogit.
Details are in this link
http://ideas.repec.org/c/boc/bocode/s457181.html
Abdelouahid
----------------------------------------
> From: [email protected]
> To: [email protected]
> Subject: re: st: Area under the curve and C-statistics
> Date: Fri, 26 Oct 2012 11:12:30 -0400
>
> Hi Amal,
>
> -lroc- is a post-estimation command for running after logistic regression,
> so it is not surprising that you got that error.
>
> It seems to me that since a multinomial regression is basically a series of
> logistic models, you could run each model separately (i.e., 2 vs 1, 3 vs 1,
> 4 vs 1, etc.) and then plot all those results together using -roccomp-.
>
> Perhaps there is another way of doing this, but I just did a google search
> and didn't find any relevant results.
>
> Ariel
>
> Date: Thu, 25 Oct 2012 19:38:49 +0000
> From: Amal Khanolkar <[email protected]>
> Subject: st: Area under the curve and C-statistics
>
> Hi,
>
> I've used C statistics before and produced graphs that depict area under the
> curve for logistic regression models.
>
> Is it possible to do the same for multinomial logistics regression models?
>
> I tried running:
>
> mlogit moth_wtgainbybmi i.mom_race2 age_mom sexx, base(1) rrr, if parity!=.
> & gestwk_cat!=. & cigs_befx!=. & cigs_1stx!=. & cigs_2ndx!=. & cigs_3rdx!=.
> & gestdb!=. & gesthy!=. & ht_cm!=. & plural==1 & edu_mom!=. & marriedxx!=.
>
>
> lroc
>
> I get the error message 'last estimates not found...'.
>
> I assume that 'lroc' is suitable after using the 'logistic' command.
>
> Is there an equivalent for 'lroc' and 'roccomp' for multinomial logistic
> regression?
>
> Thanks,
>
> /Amal.
>
>
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