Dear forum users, I have an equation where the dependable variable is a dummy so I perform a logit regression. I have to main independable variables and some controlable variables. I need to estimate what % of the time my model predicts correctly and also see the receiver operator characteristics: http://gim.unmc.edu/dxtests/roc3.htm
I am using EViews 9. Please help.
Thank you in advance
Receiver operator characteritics
Moderators: EViews Gareth, EViews Moderator
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EViews Glenn
- EViews Developer
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Re: Receiver operator characteritics
There's a predict view off your binary equation (View/Expectation-Prediction Evaluation) which computes various summary measures.
Unfortunately, ROC isn't built-in, but there's a forum discussion which will allow you to produce the graph with only a bit of work.
http://forums.eviews.com/viewtopic.php? ... &hilit=roc
Unfortunately, ROC isn't built-in, but there's a forum discussion which will allow you to produce the graph with only a bit of work.
http://forums.eviews.com/viewtopic.php? ... &hilit=roc
Re: Receiver operator characteritics
Sadly I have no idea with creating EViews programs or coding...is it okay if I tell you the name of the variables and you create the code yourself?
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EViews Gareth
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Re: Receiver operator characteritics
That is outside the scope of what we can provide here.
Re: Receiver operator characteritics
Is there a way to get EViews to produce a graph of the prediction power of my model. According to the results, with no model, if we pick at random the chance that we guess correctly is 32,15 %. WIth a model I am correct 52,58 %. Can the program produce a graph?That is outside the scope of what we can provide here.
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