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  • Area under lift curve

    Following logistic regression with the logit command, is there a command that will estimate the area under the lift curve? I know the lroc command will estimate area under the ROC curve, but the lift curve is a little different.

  • #2
    I've got a tidy way to do it now, using the -predict- and -integ- commands, but I wonder if a command already exists for the area under the lift curve.

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    • #3
      Dear Paul, can you share your solution that you found so we can replicate?
      http://publicationslist.org/eric.melse

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