SAS Macro for Estimating the Standard Error of Area Under the Curve with an Application to Receiver Operating Curves
نویسندگان
چکیده
We propose a novel SAS macro to utilize PROC NLMIXED in SAS to estimate the standard error for AUC when the AUC estimator is based on the trapezoidal rule. Our method accounts for the trapezoidal region-by-region correlation structure. An example is provided for the standard error of the AUC under the ROC curve.
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