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  • How to simulate data with specified ROC AUC and specified odds ratio

    I would like to do the following:
    1- simulate 1000 observations
    2 - simulate a continuous biomarker which can be normally distributed with a given mean and given standard deviation and simulate a binary outcome, and ensure the following:
    a] the ROC AUC is 0.85
    b] when fitting a logistic regression on the association between the predictor continuous biomarker on the binary outcome, I obtain an odds ratio of 1.12 (which would mean that for 1 unit increase of the biomarker, the odds of the event increase by 12%)

    How do I do this in STATA or R?

    Thanks

    A
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