Tagged Questions

2
votes
1answer
107 views

Analogues of sensitivity and specificity for continuous outcomes

How can I calculate the sensitivity and specificity (or analogous measures) of a continuous diagnostic test in predicting a continuous outcome (e.g., blood pressure) without dichotomizing the outcome? ...
1
vote
2answers
211 views

How to perform cross validation of a model predicting categorical variable in SAS?

I have a prediction outcome that is dichotomous while all other predictor variables are binary and categorical. How can I perform cross validation in SAS and see the ROC curve? I need to create ...
8
votes
1answer
875 views

How to do cross-validation with a Cox proportional hazards model?

Suppose I have constructed a prediction model for the occurrence of a particular disease in one dataset (the model building dataset) and now want to check how well the model works in a new dataset ...
2
votes
1answer
348 views

ROC plot for continuous data in R

I am currently estimating a bunch of ARMA models, and using them to predict subsets of my data. In order to evaluate their predictive accuracy I would like to make some ROC plots, however since all of ...