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 <[EMAIL PROTECTED]>:
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
[EMAIL PROTECTED] 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]]
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-- Spencer Graves, PhD, Senior Development Engineer O: (408)938-4420; mobile: (408)655-4567
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ 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
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