# Cstat: C Statistic (Area Under the ROC Curve) In DescTools: Tools for Descriptive Statistics

 Cstat R Documentation

## C Statistic (Area Under the ROC Curve)

### Description

Calculate the C statistic, a measure of goodness of fit for binary outcomes in a logistic regression or any other classification model. The C statistic is equivalent to the area under the ROC-curve (Receiver Operating Characteristic).

### Usage

```Cstat(x, ...)

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

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

```

### Arguments

 `x` the logistic model for the glm interface or the predicted probabilities of the model for the default. `resp` the response variable (coded as c(0, 1)) `...` further arguments to be passed to other functions.

### Details

Values for this measure range from 0.5 to 1.0, with higher values indicating better predictive models. 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.

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

`BrierScore`

### Examples

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

# default interface
Cstat(x = predict(r.glm, method="response"),
resp = model.response(model.frame(r.glm)))

# calculating bootstrap confidence intervals
FUN <- function(d.set, i) {
r.glm <- glm(Survived ~ ., data=d.set[i,], family=binomial)
Cstat(r.glm)
}

## Not run:
library(boot)
boot.res <- boot(d.titanic, FUN, R=999)

# the percentile confidence intervals
boot.ci(boot.res, type="perc")

## BOOTSTRAP CONFIDENCE INTERVAL CALCULATIONS
## Based on 999 bootstrap replicates
##
## CALL :
## boot.ci(boot.out = res, type = "perc")
##
## Intervals :
## Level     Percentile
## 95%   ( 0.7308,  0.7808 )
## Calculations and Intervals on Original Scale

## End(Not run)   ```

DescTools documentation built on May 10, 2022, 1:06 a.m.