Hi all - I have run a PROC LOGISTIC with and without my weight variable. The regression seems fine and agrees SPSS and Stata where I specified the same model. More of hte predictors are signifigant for the weighted data, and the overall R2 is higher. (I did have to tell SAS to model event=1 to get the same outputs.) However, the area under the ROC curve gets smaller in SAS weighted model, where it should be increasing. It increases when I produce ROC after weighted logistic in Stata, and when ROC curves are obtained in SPSS. It almost looks like the ROC plot is not using the weights - except the area under the curve is even smaller than the ROC area form theunweighted analysis. I am going to try generating a score dataset, and computing the sensitivity and susceptibility to do my own ROC calculations - but I though I would ask if anyone else has seen this. Thanks
... View more