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Siuli
Obsidian | Level 7

Hi,

 

Please let me know how to derive the AOC equation below:

 

AOC=percent concordant plus (.5 * percent tied)

 

Thanks,

Siuli

1 ACCEPTED SOLUTION

Accepted Solutions
Siuli
Obsidian | Level 7

Hi,

It was a typo. I am very sorry for the confusion. I want to know how to derive the below equation for Area under the curve (AUC):

 

Area under the curve (AUC): percent concordant + (0.5 * percent tied)

 

Please find the attached doc on SAS sample question and refer to Question 10.

 

Thanks,

Siuli

View solution in original post

8 REPLIES 8
Reeza
Super User
You would have to pull the numbers from the ctable and do the calculation in a data step I suspect. How is percent tied derived?
Siuli
Obsidian | Level 7

% tied should be the number of event cases where the predicted probability is same with number of non event cases.

 

I wanted to know the logic of AOC calculation, how the relation with concordant and 0.5 times of tied is established, so wanted to understand the theoretical logic behind this equation.

Reeza
Super User
Oh...I assumed this was Area Over the Curve and related to logistic regression. I see that it's not related to regression with SAS so I have no idea about the theory behind that.
Hopefully someone else can help you but you may have more luck on cross validated.



Siuli
Obsidian | Level 7

Yes, this is Area under the curve and part of logistic regression. In SAS website (in the tutorial for SAS Statistical Business Analysis Using SAS 9: Regression and
Modeling), I found the relation as AOC=%concordant + .5%tied. I wanted to know how to derive this equation theoretically. 

 

If someone can help me would be appreciated.

 

Thanks,

Siuli

Reeza
Super User
Area under the curve an area over the curve are different measures...AUC is incredibly common and well documented. I don't see very much about AOC though. Which one are you interested in?
Siuli
Obsidian | Level 7

Hi,

It was a typo. I am very sorry for the confusion. I want to know how to derive the below equation for Area under the curve (AUC):

 

Area under the curve (AUC): percent concordant + (0.5 * percent tied)

 

Please find the attached doc on SAS sample question and refer to Question 10.

 

Thanks,

Siuli

Reeza
Super User

It's based on the trapezoid rule for area under the ROC curve. 

 

https://documentation.sas.com/?docsetId=statug&docsetVersion=15.1&docsetTarget=statug_logistic_detai...

 


@Siuli wrote:

Hi,

It was a typo. I am very sorry for the confusion. I want to know how to derive the below equation for Area under the curve (AUC):

 

Area under the curve (AUC): percent concordant + (0.5 * percent tied)

 

Please find the attached doc on SAS sample question and refer to Question 10.

 

Thanks,

Siuli


 

Reeza
Super User
FYI - those questions are problematic in many respects and don't reflect the new style of the tests.

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