Skip to content
Prev 155330 / 398502 Next

ROC curve from logistic regression

gallon li wrote:
The rcorr.cens function in the Hmisc package will compute the std. error 
of Somers' Dxy rank correlation.  Dxy = 2*(C-.5) where C is the ROC 
area.  This standard error does not include a variance component for the 
uncertainty in the model (e.g., it does not penalize for the estimation 
of the regression coefficients if you are estimating the coefficients 
and assessing ROC area on the same sample).

The lrm function in the Design package fits binary and ordinal logistic 
regression models and reports C, Dxy, and other measures.

I haven't seen an example where drawing the ROC curve provides useful 
information that leads to correct actions.

Frank