You can test the null hypothesis that the area under an ROC curve (AUC) is 0.5 by comparing the model of interest to an intercept-only model. The intercept-only model has area equal to 0.5 and represents a model that performs no better than chance.
Beginning with SAS® 9.2, additional models can be specified in ROC statements and the ROCCONTRAST statement can be used to make comparisons among the models with respect to the areas under their ROC curves. An ROC statement containing no model specification fits the intercept-only model. An ROCCONTRAST statement with no contrast specification compares each additional model in ROC statements with the reference model in the MODEL statement.
These statements compare the areas under the ROC curves for the given model and the intercept-only model which is equivalent to testing that the area under the given model's ROC curve is 0.5. A plot of each model's ROC curve is also given when ODS graphics is enabled. Notice that the ROC curve for the intercept-only model is the diagonal line from (0,0) to (1,1) with area 0.5.
data roc; input alb tp totscore popind @@; totscore = 10 - totscore; datalines; 3.0 5.8 10 0 3.2 6.3 5 1 3.9 6.8 3 1 2.8 4.8 6 0 3.2 5.8 3 1 0.9 4.0 5 0 2.5 5.7 8 0 1.6 5.6 5 1 3.8 5.7 5 1 3.7 6.7 6 1 3.2 5.4 4 1 3.8 6.6 6 1 4.1 6.6 5 1 3.6 5.7 5 1 4.3 7.0 4 1 3.6 6.7 4 0 2.3 4.4 6 1 4.2 7.6 4 0 4.0 6.6 6 0 3.5 5.8 6 1 3.8 6.8 7 1 3.0 4.7 8 0 4.5 7.4 5 1 3.7 7.4 5 1 3.1 6.6 6 1 4.1 8.2 6 1 4.3 7.0 5 1 4.3 6.5 4 1 3.2 5.1 5 1 2.6 4.7 6 1 3.3 6.8 6 0 1.7 4.0 7 0 3.7 6.1 5 1 3.3 6.3 7 1 4.2 7.7 6 1 3.5 6.2 5 1 2.9 5.7 9 0 2.1 4.8 7 1 2.8 6.2 8 0 4.0 7.0 7 1 3.3 5.7 6 1 3.7 6.9 5 1 3.6 6.6 5 1 ; ods graphics on; ods html; proc logistic data=roc; model popind(event='0') = alb; roc; roccontrast; run;
The following tables provide the area under the ROC curve for the fitted model (0.7366), a 95% confidence interval for the area (0.5549,0.9182), and a test that the area equals 0.5 (p=0.0107).
Prior to SAS 9.2, the areas, confidence intervals, and test can be obtained using the ROC macro.
Product Family | Product | System | SAS Release | |
Reported | Fixed* | |||
SAS System | SAS/STAT | OpenVMS VAX | ||
z/OS | ||||
Microsoft® Windows® for 64-Bit Itanium-based Systems | ||||
Microsoft Windows Server 2003 Datacenter 64-bit Edition | ||||
Microsoft Windows Server 2003 Enterprise 64-bit Edition | ||||
Microsoft Windows XP 64-bit Edition | ||||
Microsoft® Windows® for x64 | ||||
OS/2 | ||||
Microsoft Windows 95/98 | ||||
Microsoft Windows 2000 Advanced Server | ||||
Microsoft Windows 2000 Datacenter Server | ||||
Microsoft Windows 2000 Server | ||||
Microsoft Windows 2000 Professional | ||||
Microsoft Windows NT Workstation | ||||
Microsoft Windows Server 2003 Datacenter Edition | ||||
Microsoft Windows Server 2003 Enterprise Edition | ||||
Microsoft Windows Server 2003 Standard Edition | ||||
Microsoft Windows XP Professional | ||||
Windows Millennium Edition (Me) | ||||
Windows Vista | ||||
64-bit Enabled AIX | ||||
64-bit Enabled HP-UX | ||||
64-bit Enabled Solaris | ||||
ABI+ for Intel Architecture | ||||
AIX | ||||
HP-UX | ||||
HP-UX IPF | ||||
IRIX | ||||
Linux | ||||
Linux for x64 | ||||
Linux on Itanium | ||||
OpenVMS Alpha | ||||
OpenVMS on HP Integrity | ||||
Solaris | ||||
Solaris for x64 | ||||
Tru64 UNIX |
Type: | Usage Note |
Priority: | |
Topic: | SAS Reference ==> Procedures ==> LOGISTIC Analytics ==> Statistical Graphics Analytics ==> Categorical Data Analysis |
Date Modified: | 2019-05-06 15:03:58 |
Date Created: | 2008-04-17 14:38:56 |