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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. Copyright 2002 by Stata Corporation.
Year of publication:
2002
Authors: Cleves, Mario A.
Published in:
Stata Journal. - StataCorp LP. - Vol. 2.2002, 3, p. 301-313
Publisher: StataCorp LP
Subject: Receiving Operating Characteristic (ROC) curve
Extent:
application/pdf
Type of publication: Article
Language: English
Source:
Persistent link: https://www.econbiz.de/10005568825
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