Programming the statistical procedures from SAS

ROC curve and optimal threshold

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ROC curve and optimal threshold

Dears,


I would like to automatically determine the optimal threshold from a ROC curve and as a consequence determine the closest point to (0,1) or calculate the Youden Index. Does an option exist in SAS (PROC LOGISTIC for instance)? I had a look on PLOTROC macro but it may have a better solution now in SAS...


Thanks a lot for your reply,


Best,

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