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Receiver operator characteritics

Posted: Wed May 25, 2016 2:39 am
by Alan.R.
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

Re: Receiver operator characteritics

Posted: Wed May 25, 2016 10:46 am
by EViews Glenn
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

Re: Receiver operator characteritics

Posted: Thu May 26, 2016 12:58 am
by Alan.R.
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?

Re: Receiver operator characteritics

Posted: Thu May 26, 2016 1:15 am
by EViews Gareth
That is outside the scope of what we can provide here.

Re: Receiver operator characteritics

Posted: Sun Jun 05, 2016 3:46 am
by Alan.R.
That is outside the scope of what we can provide here.
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?