turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- Analytics
- /
- Stat Procs
- /
- predictive power measure of ordinal regression

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

06-19-2010 08:09 AM

1. Cox and Snell’s, Nagelkerke’s, and McFadden’s pseudo-R-square statistics can be used in ordinal regression to estimate the variance explained by the independent variable. But I do not know how I can get these measures in SAS.

2. I can get AUROC of ordinal regression model for training sample. I want to test this model in the holdout sample and get the AUROC for holdout sample. I can get the predicted probability. But how can I get the predicted category, the AUROC for holdout sample and the pseudo-R-square statistics for holdout sample?

2. I can get AUROC of ordinal regression model for training sample. I want to test this model in the holdout sample and get the AUROC for holdout sample. I can get the predicted probability. But how can I get the predicted category, the AUROC for holdout sample and the pseudo-R-square statistics for holdout sample?

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

07-15-2010 04:41 PM

You can get the Cox and Snell and the Nagelkerke R-squares by simply adding the RSQUARE option in your MODEL statement. This option can be used with ordinal models. However, these R-squares don't really have the same "variance explained' interpretation as in ordinary least squares regression. They can be used to compare competing models. The ROC curve and the area under it are only defined for the binary response case and so are not available for the ordinal model.