Calculating the area under the precision-recall curve

DocMartin — Fri, 05 Nov 2021 13:26:24 GMT

Many statisticians know about the area under the Receiver Operating Characteristic Curve (AUROC). But for moderate to severely unbalanced data (i.e. outcome <<< 0.5), the area under the Precision-Recall Curve (AUPRC) is less biased. The AUPRC calculates the area under the curve for a graph of positive predicted value (y-axis) vs. sensitivity (x-axis).

SAS automatically calculates AUROC in PROC LOGISTIC. But I'm not aware of any s8uch calculation for AUPRC. Does one exist within SAS? If not, has someone written a macro to obtain the AUPRC?

Thanks!

Andrew

Re: Calculating the area under the precision-recall curve

StatDave — Fri, 05 Nov 2021 13:46:46 GMT

Always check the list of Frequently Asked-for Statistics (FASTats) in the Important Links section of the Statistical Procedures Community page. You will find info on the precision-recall curve and a link to the PRcurve macro.

topic Calculating the area under the precision-recall curve in Statistical Procedures

Calculating the area under the precision-recall curve

Re: Calculating the area under the precision-recall curve