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标题: 在sas中能不能作出平滑的roc曲线。 [打印本页]

作者: shiyiming    时间: 2010-1-20 15:57
标题: 在sas中能不能作出平滑的roc曲线。
按照sas提供的%rocplot及%roc只能做出由各点相互连接而出的折线图,不能作出像spss那样的平滑的曲线图。虽然有点sas书中也出现了拟合的平滑曲线但是我并未找到其实现的程序。敢问一下各位大侠sas怎样作出平滑的roc曲线或者带拟合曲线的roc曲线?不胜感激。
作者: shiyiming    时间: 2010-1-23 23:43
标题: Re: 在sas中能不能作出平滑的roc曲线。
Years ago I did a project related to ROC curve. I am not able to trace all the details right now. But it seems not difficult at all. As you pointed out, proc LOGISTIC only produces the empirical (step-wise) ROC curve in so-far version.
When you prefer a smooth curve, you may think of using the binormal model. The method may be similar to the following:
Use Proc NLIMIXED to get the coefficients, in which the distribution has to be specified , and then transform to smoothed number by some formula.
I didn’t search to make sure whether or not some written SAS macros are available. The book by M Gonen has developed a comprehensive knowledge on ROC.
I hope that would be helpful.

JingJu




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