At 17:07 15/12/2004, Spencer Graves wrote:
Dear R-helper,
I would like to compare the AUC of two logistic regression models (same population). Is it possible with R ?
Thank you
Roman Rouzier
Roman
If I understand your question You have 2 ROC curve from same dataset. In this case you can use a routine create for me :
seROC<-function(AUC,na,nn){
a<-AUC
q1<-a/(2-a)
q2<-(2*a^2)/(1+a)
se<-sqrt((a*(1-a)+(na-1)*(q1-a^2)+(nn-1)*(q2-a^2))/(nn*na))
se
}
cROC<-function(AUC1,na1,nn1,AUC2,na2,nn2,r){ se1<-seROC(AUC1,na1,nn1) se2<-seROC(AUC2,na2,nn2) sed<-sqrt(se1^2+se2^2-2*r*se1*se2) zad<-(AUC1-AUC2)/sed p<-dnorm(zad) a<-list(zad,p) a }
The first function (seROC) calculate teh standart error of ROC curve, the second function (cROC) compare ROC curves .
The parameters:
AUC - area under curve na - number of positives results nn - number total tests (positives +negatives) r - correlation of two numeric variables
Best wishes
Bernardo Rangel Tura, MD, MSc
National Institute of Cardiology Laranjeiras
Rio de Janeiro Brazil
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