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  • Strange results for AUC and Gini

    Hi,

    I estimated a logistic regression, generated predicted values, and then calculated AUC and Gini index as measures of the model's performance. I obtained AUC = 0.6638 and Gini index = 0.6034. Oddly enough, it does not hold that Gini = 2AUC-1. Why it is so?

    I simply used commands
    Code:
    roctab refvar pd, summary
    roctab refvar pd, lorenz
    The first one gives AUC, the second one gives Gini.

    I attach a dataset with values of the reference variable and predicted values.

    Thanks in advance.
    Attached Files
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