[R] area under roc curve

2011-04-14 Thread agent dunham
Dear all, I want to measure the goodness of prediction of my linear model. That's why I was thinking about the area under roc curve. I'm trying the following, but I don't know how to avoid the error. Any help would be appreciated. library(ROCR) model.lm -

Re: [R] area under roc curve

2011-04-13 Thread Frank Harrell
ROC area does not measure goodness of prediction but does measure pure predictive discrimination. The generalization of the ROC area is the C-index for continuous or censored Y. See for example the rcorr.cens function in the Hmisc package. Frank agent dunham wrote: Dear all, I want to