nproc calculates nonparametric AUCs and standard errors for ROC curves for the varlist. If more than 2 curves are requested, a chi-square test for the difference between the first and subsequent curves is calculated. The default graph option displays the graph of each variable as the statistics are being calculated. In addition, the default graph option saves sensitivity and specificity data, AUCs, standard errors, and Chi-square and p-value data to an output file for subsequent analysis by the companion graph program, rocgraph. While graphs are being displayed by nproc and statistics calculated, graphs may be selected and printed. rocgraph also displays summary statistics. ROC analysis is a method of measuring and comparing the accuracy of one or more variables at predicting whether each observation is a member of one of two groups/categories. The ROC curve plots the Sensitivity (True Positive rate) against 1-Specificity (False Positive rate). The larger the Area Under the ROC Curve (AUC) , the better the variable is at predicting group membership.
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S355602.
Size: Programming language: Stata Requires: Date of creation: 17 Sep 1998 Date of revision: Handle: RePEc:boc:bocode:s355602
Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC