Nicola Koper wrote:
Is there a way to generate ROC curves in Splus for
logistic regression calculated using GLM? I'm using
version 6.2.
Thanks,
Nicky
Don't draw the curve, which can lead people to select arbitrary
cutpoints on the predicted probabilties and to use an improper loss
(utility) function. But the area under the ROC curve is a good
discrimination measure. You get it (C index) by
library(Hmisc,T)
library(Design,T)
f <- lrm(y ~ x1 + x2 + ....)
f # prints C and other rank measures of predictive discrimination
Frank Harerll
************************************************************
Dr. Nicola Koper
Assistant Professor
Natural Resources Institute
University of Manitoba
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