R help - Dec 2004 - (no subject)

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
	[[alternative HTML version deleted]]

What's AUC?  If you mean AIC (Akaike Information Criterion), and 
if you fit logistic regression using "glm", the help file says that
glm
returns an object of class "glm", which is a list containing among
other
things an attribute aic.  For example, suppose you fit a model as follows: 

      fit <- glm(y~x, famil=binomial()...)

      Then fit$aic returns the AIC. 

      You may also wish to consider anova and anova.glm. 

      hope this helps.  spencer graves

rrouzier at mdanderson.org 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
>	[[alternative HTML version deleted]]
>
>______________________________________________
>R-help at stat.math.ethz.ch mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
>  
>
-- 
Spencer Graves, PhD, Senior Development Engineer
O:  (408)938-4420;  mobile:  (408)655-4567

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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At 20:21 15/12/2004, Kerry Bush wrote:
>Your formula is only a trapzoidal approximation to the
>theoretical AUC. It might be downward biased. I am
>also wondering if there is a funcion in R that can
>compute the MLE estimate for AUC.
Kerry I agree with you. But I dont Know compute the MLE estimate for AUC 
and its standatr error.
Second I dont know MLE(AUC)/SE is normal so I dont konw wich test use.
Third I dont konw compute the correction is necessary because the test in 
same population.

If You explain me this topics I upgrade the funciotn with pleasure.

But same with a possible downward bias the function solve Roman problem...

Thanks in advance

Bernardo Rangel Tura, MD, MSc
National Institute of Cardiology Laranjeiras
Rio de Janeiro Brazil 


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