Search code examples
saslogistic-regressionroc

OUTPUT AUC for SAS ROC curve from proc logistic

I would like to save the AUC value for multiple ROC analysis and append them together so that I can quickly have a list of which combination of variables have the greatest AUC value.

I can't figure out how to output the AUC value but I can only the roc stats.

 ODS GRAPHICS ON;
    PROC LOGISTIC data = dataset PLOTS(only) = (roc(id = obs) effect);
       CLASS outcome ;
       MODEL outcome = var / scale = none 
                       clparm = wald
                       clodds = pl
                       rsquare OUTROC= RocStats;
    RUN;    
 ODS GRAPHICS OFF;
Solution

  • The AUC value is in variable Area in dataset AUC below:

    PROC LOGISTIC DATA = SASHELP.CLASS;
    CLASS SEX;
    MODEL SEX = HEIGHT WEIGHT / OUTROC = ROC;
    ROC;
    ODS OUTPUT ROCASSOCIATION = AUC;
RUN;

TITLE "AUROC";

PROC PRINT DATA=AUC NOOBS LABEL;
    WHERE ROCMODEL = 'Model';
    VAR AREA;
RUN;