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  • ROC curves - conditional logistic regression

    I am running a conditional logistic regression in Stata 15.1, with cases and controls matched by the variable id_cases

    The syntax for the model is:
    clogit casecontrol i.thick i.level i.ulceration ib2.morp ib4.subsite, group(id_cases) or

    I was then able to generate a ROC curve from this model using the following commands:
    predict p
    roctab casecontrol p
    roctab casecontrol p, graph

    I would value guidance on
    1. Is generating an ROC curve for a conditional logistic regression model statistically valid?;
    2. If so, is the above method appropriate?; and
    3. I am assuming the above method would not calculate appropriate confidence intervals for the ROC curve estimates. Is this correct?

    Thanks for any advice.

    Peter.

  • #2
    No it's not valid. Here's why. The "p" that you can predict after -clogit- is not the probability of a positive response. Rather it is, among the group of observations that this observation belongs to, what is the probability that this particular one will have a positive response. It is not the unconditional probability of a positive response that an ROC curve would be based on.

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    • #3
      Thank you, Clyde, for your prompt and helpful response.

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