C Statistic (Area Under the ROC Curve)

Description

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.

Usage

Cstat(x, ...)

## S3 method for class 'glm'
Cstat(x, ...)

## Default S3 method:
Cstat(x, resp, ...)

Arguments

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

numeric value

Author(s)

Andri Signorell <andri@signorell.net>

References

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

See Also

BrierScore

Examples

r.glm <- glm(Survived ~ ., data=Untable(Titanic), family=binomial)

Cstat(r.glm)