From the help desk: Comparing areas under receiver operating characteristic curves from two or more probit or logit models
Mario A. Cleves, Ph.D.
Department of Pediatrics
University of Arkansas for Medical Sciences
Little Rock, Arkansas
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Abstract. Occasionally, there is a need to compare the predictive accuracy of several
fitted logit (logistic) or probit models by comparing the areas under the
corresponding receiver operating characteristic (ROC) curves. Although Stata
currently does not have a ready routine for comparing two or more ROC areas
generated from these models, this article describes how these comparisons
can be performed using Stata’s roccomp command.
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Mario A. Cleves, Ph.D.
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Receiving Operating Characteristic (ROC) curve
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