Felix Schönbrodt wrote:
*Von: *Frank E Harrell Jr <f.harr...@vanderbilt.edu
<mailto:f.harr...@vanderbilt.edu>>
*Datum: *18. Dezember 2008 14:49:53 MEZ
*An: *Meir Preiszler <pm...@itamar-medical.com
<mailto:pm...@itamar-medical.com>>
*Kopie: *r-h...@r-project.org <mailto:r-help@r-project.org>
*Betreff: **Re: [R] Calculating Sensitivity, Specificity, and
Agreement from Logistics Regression Model*
Meir Preiszler wrote:
Hi,
Assume I have a variable Y having two discrete values and two
predictor variables x1 and x2.
I then do a logistic regression model fit as:
fit<-glm(Y~x1+x2,family=binomial). Are there functions in R than
calculate the
Sensitivity, Specificity , and Agreement of the model "fit"?
Thanks
Meir
Beware as those 3 measures are discontinuous functions of x1 and x2,
requiring completely arbitrary dichtomizations, and are improper
scoring rules in the statistical sense.
Hi Frank, maybe you should take a look at the ROCR package. I use it a
lot (as well with logistic regression), it can plot and calculate many
classification relevant indices.
Felix
Felix,
I don't know if ROCR deals with
author = {Pencina, Michael J. and {D'Agostino Sr},
Ralph B. and {D'Agostino Jr}, Ralph B. and Vasan, Ramachandran S.},
title = {Evaluating the added predictive ability of a
new marker: {From} area under the {ROC} curve to reclassification and
beyond},
journal = Stat in Med,
year = 2008,
volume = 27,
pages = {157-172},
annote = {discrimination;model
performance;AUC;C-index;risk prediction;biomarker;small differences in
ROC area can still be very meaningful;example of insignificant test for
difference in ROC areas with very significant results from new
method;Yates' discrimination slope;reclassification table;limiting
version of this based on whether and amount by which probabilities rise
for events and lower for non-events when compare new model to
old;comparing two models}
}
Pencina et al's methods are implemented in an upcoming new release of
the Hmisc package. For comparing two probability models, Pencina et
al's approach is much more powerful than using ordinary sensitivity,
specificity, and ROC area.
Frank
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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