Posts Tagged ‘ AUC ’

Statistical Notes (1): Geometric Mean and Geometric Mean Ratio

September 13, 2012
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Programmers Need to Learn Statistics Or I will Kill Them All –Zed A. Shaw Just read since SAS 9.2, the TTEST procedure also natively supports Equivalence Test by simply adding a TOST option (Two one-sided tests). In a example, TTEST procedure reports a geometric mean as 0.9412, which is the geometric mean of a...

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Computing an ROC Curve from Basic Principles

July 29, 2011
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In a previous blog post, I showed how to use the LOGISTIC procedure to construct a receiver operator characteristic (ROC) curve in SAS. That same day, Charlie H. blogged about how to use the DATA step to construct an ROC curve from basic principles. It...

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Trapezoidal Rule

December 17, 2010
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TAD (Time Average Difference) is area under the curve (AUC).Trapezoidal RuleUsing Trapezoidal Rule for the Area Under a Curve CalculationEstimate the Area Under a ROC CurveSAS Calculations of AUC for Multiple Metabolic ReadingsSAS Macro to Calculate AU...

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AUC calculation using Wilcoxon Rank Sum Test

October 23, 2009
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Accurately Calculate AUC (Area Under the Curve) in SAS for a binary classifier rank ordered data In order to calculate AUC for a given SAS data set that is already rank ordered by a binary classifier (such as linear logistic regression), where we h...

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