How to create the Precision-Recall Curve and calculate AUPRC in SAS?

[clarkchong1]

I know that SAS creates ROC curve and calculate AUROC for free when I run PROC LOGISTIC.
According to this blog, Area Under Precision-Recall Curve is more appropriate in quantifying discrimination power of a model than AUROC.
https://machinelearningmastery.com/roc-curves-and-precision-recall-curves-for-classification-in-pyth...

I tried searching online but could not find any instructions for plotting the curve or calculating AUPRC in base SAS (with SAS/STAT).

Is there a built-in function for it? If not, how can we implement this?

I am using SAS 9.4M4 with SAS/STAT 14.2

Thank you!

[Reeza]

Looks like this would be a roll your own unfortunately. 

You can capture the output in a data set, do the calculations in a data step and then plot it using SGPLOT. 

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@clarkchong1 wrote:

I know that SAS creates ROC curve and calculate AUROC for free when I run PROC LOGISTIC.
According to this blog, Area Under Precision-Recall Curve is more appropriate in quantifying discrimination power of a model than AUROC.
https://machinelearningmastery.com/roc-curves-and-precision-recall-curves-for-classification-in-pyth...

I tried searching online but could not find any instructions for plotting the curve or calculating AUPRC in base SAS (with SAS/STAT).

Is there a built-in function for it? If not, how can we implement this?

I am using SAS 9.4M4 with SAS/STAT 14.2

Thank you!

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