Hi,
Please let me know how to derive the AOC equation below:
AOC=percent concordant plus (.5 * percent tied)
Thanks,
Siuli
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
% 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.
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
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
It's based on the trapezoid rule for area under the ROC curve.
@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
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