I am using logistic regression model (lrm) of package Design. Can some one please tell me how to calculate the average Area Under Curve (AUC) for n-fold cross-validation The help for lrm function says to do cross validation like this f <- lrm( cy ~ x1 + x2, x=TRUE, y=TRUE) val <- validate.lrm(f, method="cross", B=5) Now I dont know what to do with variable "val" to get the average AUC value. thnx and regards, nitin [[alternative HTML version deleted]]
Frank E Harrell Jr
2006-Nov-21 00:15 UTC
[R] Logistic regression model (Urjent help needed)
nitin jindal wrote:> I am using logistic regression model (lrm) of package Design. > > Can some one please tell me how to calculate the average Area Under Curve > (AUC) for n-fold cross-validation > > The help for lrm function says to do cross validation like this > > f <- lrm( cy ~ x1 + x2, x=TRUE, y=TRUE) > val <- validate.lrm(f, method="cross", B=5)You can just say validate( . . . ) instead of validate.lrm> > Now I dont know what to do with variable "val" to get the average AUC value.Just print it and look at "index.corrected" under the Dxy row. Somer's D rank correlation is related to AUC (C) by Dxy=2(C-.5) Note that the default method of 'boot' works much better than cross-validation for this purpose, and both methods assume that x1 and x2 were the only variables or transformations examined. Frank> > thnx and regards, > nitin > > [[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 > and provide commented, minimal, self-contained, reproducible code. >-- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University