Thanks for the replies. I did try the macro, as you suggested, with a conditional logistic regression with strata. (Overall prediction is the goal.) Unfortunately, SAS also doesn't support OUTROC = when STRATA is used, so the macro cannot be run. If it is simply a matter of SAS not currently supporting the necessary calculations in the current version, I suppose either other software might, or some rather tedious hand calculation could be employed (to at least produce a ctable from inverse fit of the logistic regression parameters). Of course, it may be that SAS doesn't implement ROC for STRATA for some statistical/mathematical reason which makes the calculation invalid – not that any come to mind, but as I wrote, I don't have a lot of experience with matched case-control studies.
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