rocplot {Zelig} | R Documentation |
The rocplot
command generates a receiver operator
characteristic plot to compare the in-sample (default) or out-of-sample
fit for two logit or probit regressions.
rocplot(y1, y2, fitted1, fitted2, cutoff = seq(from=0, to=1, length=100), lty1 = "solid", lty2 = "dashed", lwd1 = par("lwd"), lwd2 = par("lwd"), col1 = par("col"), col2 = par("col"), main, xlab, ylab, plot = TRUE, ...)
y1 |
Response variable for the first model. |
y2 |
Response variable for the second model. |
fitted1 |
Fitted values for the first model. These values may represent either the in-sample or out-of-sample fitted values. |
fitted2 |
Fitted values for the second model. |
cutoff |
A vector of cut-off values between 0 and 1, at which to evaluate the proportion of 0s and 1s correctly predicted by the first and second model. By default, this is 100 increments between 0 and 1, inclusive. |
lty1, lty2 |
The line type for the first model ( |
lwd1, lwd2 |
The width of the line for the first model
( |
col1, col2 |
The colors of the line for the first
model ( |
main |
a title for the plot. Defaults to ROC Curve. |
xlab |
a label for the x-axis. Defaults to Proportion of 1's Correctly Predicted. |
ylab |
a label for the y-axis. Defaults to Proportion of 0's Correctly Predicted. |
plot |
defaults to |
... |
Additional parameters passed to plot, including
|
If plot = TRUE
, rocplot
generates an ROC plot for
two logit or probit models. If plot = FALSE
, rocplot
returns a list with the following elements:
roc1 |
a matrix containing a vector of x-coordinates and y-coordinates corresponding to the number of ones and zeros correctly predicted for the first model. |
roc2 |
a matrix containing a vector of x-coordinates and y-coordinates corresponding to the number of ones and zeros correctly predicted for the second model. |
area1 |
the area under the first ROC curve, calculated using Reimann sums. |
area2 |
the area under the second ROC curve, calculated using Reimann sums. |
Kosuke Imai <kimai@princeton.edu>; Gary King <king@harvard.edu>; Olivia Lau <olau@fas.harvard.edu>
The full Zelig manual (available at
http://gking.harvard.edu/zelig), plot
, lines
.
data(turnout) z.out1 <- zelig(vote ~ race + educate + age, model = "logit", data = turnout) z.out2 <- zelig(vote ~ race + educate, model = "logit", data = turnout) rocplot(z.out1$y, z.out2$y, fitted(z.out1), fitted(z.out2))