topic Re: Anyone know how to get 95% CI for a C-index (Logistic Regression) in Statistical Procedures

Anyone know how to get 95% CI for a C-index (Logistic Regression)

CraigSmith — Tue, 26 Jul 2022 11:14:01 GMT

Hi all,

Does anyone know if there is a way to code for a 95% CI for a C-index when doing PROC Logistic ???

As my work is on risk models I must report the statistical uncertainty of the C-index (main measure of interest).

Many thanks,

Craig

Re: Anyone know how to get 95% CI for a C-index (Logistic Regression)

Ksharp — Tue, 26 Jul 2022 12:19:00 GMT

That is the ROC index. Check option "rocci".

proc logistic data=sashelp.class;
model sex=weight height/rocci ;
run;

Re: Anyone know how to get 95% CI for a C-index (Logistic Regression)

CraigSmith — Thu, 28 Jul 2022 14:48:48 GMT

Thank you - so running this will provide a confidence interval now for whatever model I run?

Re: Anyone know how to get 95% CI for a C-index (Logistic Regression)

StatDave — Thu, 28 Jul 2022 15:43:32 GMT

Yes, or you can use one or more ROC statements as illustrated in the example titled "Comparing Receiver Operating Characteristic Curves" in the Examples section of the PROC LOGISTIC documentation.

Re: Anyone know how to get 95% CI for a C-index (Logistic Regression)

Ksharp — Fri, 29 Jul 2022 13:09:16 GMT

Yes. As StatDave said.