[R] AUC for logistic regression [was: (no subject)]

[Frank E Harrell Jr]

Joe Nocera wrote:
> 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
>>
>>______________________________________________
>>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
>>
> 
> 
> 
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> Joseph J. Nocera

AUC is standard output in the lrm function in the Design package (the "C 
Index").  validate.lrm computes the overfitting-corrected C index.


-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University