[R] Re:logistic regression

[Frank E Harrell Jr]

Joe Nocera wrote:
> Helene - 
> 
> In addition to some of the excellent suggestions already posited (e.g. examining AIC,
> pseudo R^2 in the Design package), you might want to consider another tool to assess
> logistic regression model accuracy: the area-under-curve (AUC) from a
> receiver-operating characteristic (ROC).
> 
> The ROC curve describes the relationship between the number of true positives observed
> (sensitivity) to false positives, and also for negatives.  The AUC is the probability
> that a model can correctly distinguish between the two.  This is an appealling
> alternative to some of the known issues of citing only a pseudo-R^2 (like Nagelkerke's
> for instance) to describe 'fit'.

That's also standard output in Design's lrm function (C index).  But 
unlike R^2 comparing two models on the basis of ROC area is not very 
sensitive.  -Frank

> 
> Check out the ROC functions available at the Bioconductor website.  There was also some
> code sent around on the list a few months back for calculating trapeziodal AUC, se's
> from ROC, and comparing two ROC curves...search the archives if interested, or I can
> probably dig them out for you offline...
> 
> Cheers,
> Joe
> 
> Quoting Frank E Harrell Jr <f.harrell at vanderbilt.edu>:
> 
> 
>>Vito Ricci wrote:
>>
>>>Hi,
>>>
>>>I don't know if a pseudo squared R for glm exists in
>>>any R package, but I find some interesting functions
>>>in S mailing list:
>>
>>It is included in lrm in the Design package.  But note that this is not 
>>for checking fit but rather for quantifying predictive discrimination.
>>
>>.....
>>
>>-- 
>>Frank E Harrell Jr   Professor and Chair           School of Medicine
>>                      Department of Biostatistics   Vanderbilt University
>>
>>______________________________________________
>>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
> 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
> 
> ______________________________________________
> 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
> 


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