From the help desk: Comparing areas under receiver operating characteristic curves from two or more probit or logit models

Occasionally, there is a need to compare the predictive accuracy of several fitted logit (logistic) or probit models by comparing the areas under the corresponding receiver operating characteristic (ROC) curves. Although Stata currently does not have a ready routine for comparing two or more ROC areas generated from these models, this article describes how these comparisons can be performed using Stata’s roccomp command.


Issue Date:
2002
Publication Type:
Journal Article
DOI and Other Identifiers:
st0023 (Other)
PURL Identifier:
http://purl.umn.edu/116016
Published in:
Stata Journal, Volume 02, Number 3
Page range:
301-313
Total Pages:
13

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 Record created 2017-04-01, last modified 2017-08-26

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