topic Re: Can I get the standard error of Somers' D or of the C statistic from PROC LOGISTIC? in Statistical Procedures

Can I get the standard error of Somers' D or of the C statistic from PROC LOGISTIC?

Quodly — Fri, 24 Feb 2023 10:27:05 GMT

Re: Can I get the standard error of Somers' D or of the C statistic from PROC LOGISTIC?

JoséQ — Fri, 24 Feb 2023 12:33:35 GMT

Hi,

I'm not aware of a way to get it from PROC LOGISTIC.

You can get the Somers' D ASE (Asymptotic Standard Error) from PROC FREQ but PROC FREQ and PROC LOGISTIC analyses are not of the same thing, the PROC FREQ analysis is of the raw, observed data, while the PROC LOGISTIC analysis is of the predicted values from the fitted model.

Re: Can I get the standard error of Somers' D or of the C statistic from PROC LOGISTIC?

Ksharp — Fri, 24 Feb 2023 12:50:40 GMT

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

Re: Can I get the standard error of Somers' D or of the C statistic from PROC LOGISTIC?

Quodly — Fri, 24 Feb 2023 13:04:30 GMT

Of course, thank you.

Re: Can I get the standard error of Somers' D or of the C statistic from PROC LOGISTIC?

Rick_SAS — Fri, 24 Feb 2023 13:40:52 GMT

Question for @JoséQ : From your response, it sounds like the OP could write the predicted value from PROC LOGISTIC to a DATA set and then ask PROC FREQ for the Somers' D ASE on
tables Y*Pred / measures(cl);

Would that provide the correct ASE for the D statistic?

Re: Can I get the standard error of Somers' D or of the C statistic from PROC LOGISTIC?

Quodly — Fri, 24 Feb 2023 14:18:40 GMT

The standard error of D is then twice the standard error of C, I suppose.

Re: Can I get the standard error of Somers' D or of the C statistic from PROC LOGISTIC?

Ksharp — Sat, 25 Feb 2023 10:32:30 GMT

Sorry. Maybe @Rick_SAS @StatDave knows.

Re: Can I get the standard error of Somers' D or of the C statistic from PROC LOGISTIC?

Rick_SAS — Sat, 25 Feb 2023 16:21:45 GMT

Yes, that's correct. Somers' D is related to the C=AUC by

C = (D+1)/2

SE(D) = 2*SE(C)