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