From the help desk: Comparing areas under receiver operating characteristic curves from two or more probit or logit models

Mario A. Cleves
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Mario A. Cleves: Department of Pediatrics, University of Arkansas for Medical Sciences

Stata Journal, 2002, vol. 2, issue 3, 301-313

Abstract: 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.

Keywords: Receiving; Operating; Characteristic; (ROC); curve (search for similar items in EconPapers)
Date: 2002
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