Calculating the area under the precision-recall curve

[DocMartin]

Many statisticians know about the area under the Receiver Operating Characteristic Curve (AUROC). But for moderate to severely unbalanced data (i.e. outcome <<< 0.5), the area under the Precision-Recall Curve (AUPRC) is less biased. The AUPRC calculates the area under the curve for a graph of positive predicted value (y-axis) vs. sensitivity (x-axis).

SAS automatically calculates AUROC in PROC LOGISTIC. But I'm not aware of any s8uch calculation for AUPRC. Does one exist within SAS? If not, has someone written a macro to obtain the AUPRC?

Thanks!

Andrew

[StatDave · Accepted solution]

Always check the list of Frequently Asked-for Statistics (FASTats) in the Important Links section of the Statistical Procedures Community page. You will find info on the precision-recall curve and a link to the PRcurve macro.