[R] AUC for logistic regression [was: (no subject)]
Joe Nocera
v39k9 at unb.ca
Wed Dec 15 20:46:41 CET 2004
I believe that Roman is referring to AUC as the "Area Under Curve" from a Receiver
Operating Characteristic.
If this indeed your quantity of interest - it can be calculated in R. You can download
code at:
http://www.bioconductor.org/repository/release1.5/package/Win32/
and/or
http://biostat.ku.dk/~bxc/SPE/library/
Check out the archives - I'm sure there is more there if you search "ROC" instead.
Cheers,
Joe
Quoting Spencer Graves <spencer.graves at pdf.com>:
> 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
>
> ______________________________________________
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Joseph J. Nocera
Ph.D. Candidate
NB Coop. Fish & Wildlife Research Unit
Biology Department - Univ. New Brunswick
Fredericton, NB
Canada E3B 6E1
tel: (902) 679-5733
"Why does it have to be spiders? Why can't it be 'follow the butterflies'"?!
- Ron Weasley, Harry Potter & The Chamber of Secrets
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