Performs a concordance/disconcordance (C-statistic) test on binomial models.
Usage
concordance(y, p)
Arguments
y
vector of binomial response variable used in model
p
estimated probabilities from fit binomial model
Value
A list class object with the following components:
concordance percent of positives that are greater than probabilities of nulls
is concordance inverse of concordance representing null class
tied number of tied probabilities
pairs number of pairs compared
References
Austin, P.C. & E.W. Steyerberg (2012) Interpreting the concordance statistic of a logistic regression model: relation to the variance and odds ratio of a continuous explanatory variable. BMC Medical Research Methodology, 12:82
Harrell, F.E. (2001) Regression modelling strategies. Springer, New York, NY.
Royston, P. & D.G. Altman (2010) Visualizing and assessing discrimination in the logistic regression model. Statistics in Medicine 29(24):2508-2520
# NOT RUN {data(mtcars)
dat <- subset(mtcars, select=c(mpg, am, vs))
glm.reg <- glm(vs ~ mpg, data = dat, family = binomial)
concordance(dat$vs, predict(glm.reg, type = "response"))
# }