Cstat

0th

Percentile

C Statistic (Area Under the ROC Curve)

Calculate the C statistic (equivalent to the area under the Receiver Operating Characteristic Curver ROC) for a logistic regression model, a measure of goodness of fit for binary outcomes in a logistic regression model.

Keywords
mod
Usage
Cstat(x, ...)
"Cstat"(x, ...)
"Cstat"(x, resp, ...)
Arguments
x
the linear model

resp
the response variable

...
further arguments to be passed to other functions.
Details

Values for this measure range from 0.5 to 1.0. A value of 0.5 indicates that the model is no better than chance at making a prediction of membership in a group and a value of 1.0 indicates that the model perfectly identifies those within a group and those not. Models are typically considered reasonable when the C-statistic is higher than 0.7 and strong when C exceeds 0.8.

Confidence intervals for this measure can be calculated by bootstrap.

Value

References

Hosmer D.W., Lemeshow S. (2000) Applied Logistic Regression (2nd Edition). New York, NY: John Wiley & Sons

See Also

BrierScore

Aliases
  • Cstat
  • Cstat.glm
  • Cstat.default
Examples
r.glm <- glm(Survived ~ ., data=Untable(Titanic), family=binomial)

Cstat(r.glm)
Documentation reproduced from package DescTools, version 0.99.19, License: GPL (>= 2)

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