Calculate ROC curve and other statistics for any classification method

Calculate ROC curve and other statistics (Somers'D) for any classification method

Somers' D (Kendall's Tau), a performance measure, is an ordinal measure of association introduced by Somers (1962). It liearly related to the c statistic (area under the ROC curve). c statistic = D/2+0.5

Stata

• How can I get a Somers' D after logistic regression in Stata? - UCLA
• ROCSS: Stata module to calculate ROC curve and other statistics for any classification method.
• Newson (2010) Comparing the predictive powers of survival models using Harrell's C or Somers' D
• Newson (2006) Confidence intervals for rank statistics: Percentile slopes, differences, and ratios
• Newson (2006) Confidence intervals for rank statistics: Somers' D and extensions.
• Newson (2002) Parameters behind “nonparametric” statistics: Kendall's tau, Somers' D and median differences.
• Newson (2009) Interpretation of Somers' D under four simple models.

SAS

• Use of the ROC Curve and the Bootstrap in Comparing Weighted Logistic Regression Models.
• An Explicit Functional Form Specification Approach to …: