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qui replace `sd10'=`sd10'/(`na'-1)
qui replace `sd01'=`sd01'/(`nn'-1)
local d10=`sd10'
local d01=`sd01'
mat `S10'[`r',`c'] = `d10'
mat `S01'[`r',`c'] = `d01'
local c=`c'+1
}
local r=`r'+1
}
mat `S'=(1/`na')*`S10' + (1/`nn')*`S01'
tempname Cont L V R x2 iV
mat `L'=`test'
mat `Cont'=`L'*`T''
mat `V'=`L'*`S'*`L''
mat `iV'=syminv(`V')
local df=colsof(`V')-diag0cnt(`iV')
mat `R'=`Cont''*`iV'*`Cont'
scalar `x2'=`R'[1,1]
di in gr " chi2(" in ye `df' in gr ") = " in ye %8.2f `x2' /*
*/ in gr " Prob>chi2 = " in ye %8.4f chiprob(`df',`x2')
return local groups=`bymax'
return local chi2=`x2'
return local df=`df'
return local p=chiprob(`df',`x2')
return matrix V `S'
end
// The following was consumed from _roccom1.ado; this is the only file that
// will call this subroutine under version control.
// Date: 07oct2002
// *! version 7.0.11 11dec2001
program define _roccom1, rclass /* Independent (uncorrelated) ROC curves */
version 6
syntax varlist(numeric min=2 max=2) [if] [in] [ fweight], by(varname) /*
*/ [ Connect(string) TEST(string) Level(cilevel) /*
*/ Symbol(string) Bands(string) XLAbel(string) YLAbel(string) /*
*/ XLIne(string) YLIne(string) Graph SEParate BINormal noREFline /*
*/ saving(string) SUMmary L2title(string) PEN(string) /*
*/ KEY1(string) KEY2(string) KEY3(string) KEY4(string) * ]
if "`graph'"=="" {
syntax varlist(numeric min=2 max=2) [if] [in] [ fweight], /*
*/ by(varname) [ TEST(string) Level(cilevel) /*
*/ Graph BINormal SUMmary ]
}
marksample touse
tempvar cut p w spec sens ntouse
tokenize `varlist'
local D = `"`1'"'
local C = `"`2'"'
tokenize `options'
/* remove blank spaces */
if "`symbol'"~="" {
local symbol=subinstr("`symbol'"," ","",.)
}
if "`connect'"~="" {
local connect=subinstr("`connect'"," ","",.)
}
if "`pen'"~="" {
local pen=subinstr("`pen'"," ","",.)
}
local i 1
local haskey 0
while `i'<=4 {
if `"`key`i''"'~="" {
local keylist `"`keylist' key`i'(`"`key`i''"')"'
local haskey 1
}
local i=`i'+1
}
cap assert `D'==0 | `D'==1 if `touse'
if _rc~=0 {
noi di in red "true status variable `D' must be 0 or 1"
exit 198
}
qui summ `D' if `touse', meanonly
if r(min) == r(max) {
di in red "Outcome does not vary"
exit 198
}
if "`table'"~="" {
tabulate `D' `C' [`weight'`exp'] if `touse'
}
if "`by'"=="" {
di in red "must specify by() option"
exit 198
}
local Gc "`by'"
markout `touse' `Gc', strok
local type: type `Gc'
tempvar bygrp
qui egen `bygrp'=group(`Gc') if `touse'
qui sum `bygrp' if `touse', meanonly
local bymax = r(max)
tempfile gphfile
local sensgr=" "
if "`test'"~= "" {
capture di `test'[1,1]
if _rc~=0 {
noi di in red "matrix `test' not found"
exit 198
}
local rows = colsof(`test')
capture assert `rows'==`bymax'
if _rc~=0 {
noi di in red "matrix `test' not of correct dimensions"
exit 198
}
}
/* BEGIN-create freq weighted summary data */
if `"`weight'"' =="" {
tempvar wv
qui gen int `wv' = 1 if `touse'
local weight="fweight"
}
else {
tempvar wv
qui gen double `wv' `exp'
}
tempvar newwt
sort `touse' `bygrp' `D' `C'
qui by `touse' `bygrp' `D' `C': gen `newwt'=sum(`wv') if `touse'
qui by `touse' `bygrp' `D' `C': replace `newwt'=. if _n~=_N
qui replace `newwt'=. if `newwt'==0
qui replace `touse'=0 if `newwt'==.
qui replace `wv'=`newwt'
local wt=`"[fweight=`wv']"'
tempvar MN
sort `touse' `bygrp' `D' `C'
qui by `touse' `bygrp' `D' : gen long `MN' = sum(`wv')
qui by `touse' `bygrp' `D' : replace `MN' = `MN'[_N]
qui replace `MN'=. if `touse'==0
drop `newwt'
/* END -create freq weighted summary data */
local i 1
tempvar nbygrp N area se lb ub x
while `i' <= `bymax' {
preserve
qui keep if `touse' & `bygrp'==`i'
qui keep `D' `C' `wv' `by' `bygrp'
qui logistic `D' `C' `wt', asis
tempvar sens spec
qui lsens, nograph gensens(`sens') genspec(`spec')
if _b[`C']<0 {
tempvar mark
qui gen int `mark'=1 if `sens'==1 & `spec'==1
qui replace `mark'=1 if `sens'==0 & `spec'==0
qui replace `sens' = 1 -`sens' if `mark'!=1
qui replace `spec' = 1 -`spec' if `mark'!=1
}
qui roctab `D' `C' `wt' , level(`level')
qui gen `N'=r(N)
qui gen `area'=r(area)
qui gen `se'=r(se)
qui gen `lb'=r(lb)
qui gen `ub'=r(ub)
local group=`Gc'
if substr("`type'",1,3)=="str" {
qui gen `type' `nbygrp'= "`group'"
}
else {
qui gen `type' `nbygrp'= `group'
}
rename `sens' sens`i'
local troc="0"+string(round(`area',0.0001))
local aroc=`"`group' ROC area: `troc'"'
label var sens`i' `"`aroc'"'
qui gen double `x' = 1-`spec'
local sensgr="`sensgr' sens`i'"
qui keep `nbygrp' `x' sens`i' `N' `area' /*
*/ `se' `lb' `ub' `D' `C' `wv' `by'
qui gen int keep=1
if `"`binormal'"'~= "" {
di in gr "Fitting binormal model for: " /*
*/ in ye`"`by'"' "==" in ye `by'[1]
qui rocfit `D' `C' `wt'
local a=_b[intercep]
local b=_b[slope]
qui replace `area' = e(area)
qui replace `se' = e(se_area)
local alpha=invnorm(.5+`level'/200)
qui replace `lb' = `area' - `alpha'*`se'
qui replace `ub' = `area' + `alpha'*`se'
qui replace `N' = e(N)
local Nobs=_N
local nobs=`Nobs'+300
qui set obs `nobs'
tempvar k zfpf
qui gen int `k'=1 if _n>`Nobs'
qui replace `nbygrp'= `nbygrp'[_n-1] if `nbygrp'==.
qui replace `x'=0 if `k'==1 & _n==`Nobs'+1
qui replace `x'=`x'[_n-1]+1/300 if `x'==. & `k'==1
qui gen double `zfpf'= invnorm(`x') if `k'==1
qui gen double yhat`i'=`b'*`zfpf' + `a'
qui replace yhat`i'=normprob(yhat`i')
qui replace yhat`i'=0 if _n==_N
qui replace `x'=0 if _n==_N
qui replace sens`i'=0 if _n==_N
qui replace yhat`i'=1 if _n==_N-1
qui replace `x'=1 if _n==_N-1
qui replace `x'=1 if sens`i'==1
qui replace sens`i'=1 if `x'==1
local troc="0"+string(round(`area',0.0001))
local aroc=`"`group' ROC area: `troc'"'
label var sens`i' `"`aroc'"'
local sensgr="`sensgr' yhat`i'"
/* save matrices for test */
tempname B`i' V`i'
qui mat B`i'=e(b)
qui mat V`i'=e(V)
}
/* set up keys, no more than 4 */
if `"`graph'"'~="" & `i'<=4 & !`haskey' {
if "`symbol'"=="" {
local sk="s(o)"
}
else {
local msymbol=substr("`symbol'",`i',1)
local sk=`"s(`msymbol')"'
}
if "`connect'"=="" {
local ck="c(l)"
}
else {
local mconn=substr("`connect'",`i',1)
local ck=`"c(`mconn')"'
}
if "`pen'"=="" {
local j=`i'+2
local sp="p(`j')"
}
else {
local mpen=substr("`pen'",`i',1)
local sp=`"p(`mpen')"'
}
local key `"key`i'(`sk' `ck' `sp' `"`aroc'"')"'
local keylist `"`keylist' `key'"'
}
sum `wv' if `D'==0, meanonly
local nn = r(sum)
sum `wv' if `D'==1, meanonly
local na = r(sum)
qui drop `D' `C' `wv' `k' `zfpf' `by'
if `i'~=1 {
append using `"`gphfile'"'
}
qui save `"`gphfile'"', replace
restore
local i=`i'+1
}
preserve
qui use `"`gphfile'"', clear
if `"`graph'"' ~= `""' { /* set gr7 defaults */
qui tab `nbygrp'
local max=r(r)
if `"`symbol'"' == `""' {
local i 1
while `i'<=`max' {
local symbol `"`symbol' o"'
if `"`binormal'"'~="" {
local symbol `"`symbol' i"'
}
local i=`i'+1
}
}
else if `"`binormal'"'~="" {
local i 1
while `i'<=`max' {
local msymbol=substr("`symbol'",`i',1)
local nsymbol `"`nsymbol' `msymbol' i"'
local i=`i'+1
mac shift
}
local symbol="`nsymbol'"
}
if `"`connect'"' == `""' {
local i 1
while `i'<=`max' {
if `"`binormal'"'~="" {
local connect `"`connect'.l"'
}
else local connect `"`connect'l"'
local i=`i'+1
}
}
else if `"`binormal'"'~="" {
local i 1
while `i'<=`max' {
local mconn=substr("`connect'",`i',1)
local nconn `"`nconn'.`mconn'"'
local i=`i'+1
mac shift
}
local connect="`nconn'"
}
if `"`pen'"' == `""' {
local i 1
while `i'<=`max' {
local j=`i'+2
if `"`binormal'"'~="" {
local pen=`"`pen'`j'`j'"'
}
else local pen=`"`pen'`j'"'
local i=`i'+1
}
}
else if `"`binormal'"'~="" {
local i 1
while `i'<=`max' {
local mpen=substr("`pen'",`i',1)
local npen=`"`npen'`mpen'`mpen'"'
local i=`i'+1
}
local pen="`npen'"
}
local penopt="pen(`pen'2)"
if `"`bands'"' == `""' { local bands `"10"' }
if `"`xlabel'"' == `""' { local xlabel `"0,.25,.5,.75,1"' }
if `"`ylabel'"' == `""' { local ylabel `"0,.25,.5,.75,1"' }
if `"`xline'"' == `""' { local xline `".25,.5,.75"' }
if `"`yline'"' == `""' { local yline `".25,.5,.75"' }
if `"`l2title'"' == `""' { local l2title `"Sensitivity"' }
qui gen `w' = cond(`x'==0, 0, cond(`x'==1, 1, .))
label var `w' " "
format `sensgr' `w' `x' %4.2f
label var `x' `"1 - Specificity"'
sort `x' `sensgr'
if `"`separate'"'~="" {
local byopt="by(`nbygrp')"
sort `nbygrp' `x' `sensgr'
}
if `"`refline'"'=="" {
local conopt="c(l`connect')"
}
else {
local conopt="c(.`connect')"
}
if "`saving'"~="" {
local savopt="saving(`saving')"
}
noi gr7 `sensgr' `w' `x' , `conopt' s(i`symbol') /*
*/ border bands(`bands') `penopt' `keylist' /*
*/ xlabel(`xlabel') ylabel(`ylabel') xline(`xline') /*
*/ yline(`yline') `options' l2title("`l2title'") `byopt' /*
*/ `savopt'
}
if "`graph'"=="" | "`summary'" ~="" {
if `"`binormal'"'~="" {
qui keep if keep==1
}
sort `nbygrp'
qui by `nbygrp':keep if _n==1
qui gen double p=round(`area'*`N', 1)
if `"`binormal'"'~= "" {
di in gr _n _col(31) "ROC"
}
else {
di in smcl in gr _n _col(31) /*
*/ "ROC" _col(54) "{c -}Asymptotic Normal{hline 2}"
}
local cil `=string(`level')'
local cil `=length("`cil'")'
if `cil' == 2 {
local spaces " "
}
else if `cil' == 4 {
local spaces " "
}
else {
local spaces " "
}
di in smcl in gr /*
*/ "`Gc'" _col(17) " Obs Area Std. Err." /*
*/"`spaces'[`level'% Conf. Interval]" _n "{hline 73}"
local i 1
while `i' <= `bymax' {
di in ye `nbygrp'[`i'] _col(15) in yel %8.0f `N'[`i'] /*
*/ _col(26) %8.4f `area'[`i'] _col(39) %8.4f `se'[`i'] /*
*/ _col(54) %8.5f `lb'[`i'] _col(66) %8.5f `ub'[`i']
local i=`i'+1
}
di in smcl in gr "{hline 73}"
if "`test'"=="" {
di in gr "Ho: " _c
tempname test
mat `test'=J(comb(`bymax',2), `bymax', 0)
local i 1 /* row */
local j 1 /* col */
local k 1
local mymax=`bymax'
while `i' <= comb(`bymax',2) {
if `j'<`mymax' {
mat `test'[`i',`k'] = 1
mat `test'[`i',`j'+1] = -1
if `i'<`mymax' {
di in gr /*
*/ "area(" in ye `nbygrp'[`i'] in gr ") = " _c
}
local i=`i'+1
local j=`j'+1
}
else {
local j=`k'+1
local k=`k'+1
}
}
di in gr "area(" in ye `nbygrp'[`bymax'] in gr ")
}
else {
di in gr /*
*/ "Ho: Comparison as defined by contrast matrix: " /*
*/ in ye `"`test'"'
}
MYTEs1 `bymax' `D' `nn' `na' `area' `se' `"`test'"'
return local p = `r(p)'
return local df = `r(df)'
return local chi2= `r(chi2)'
return local groups = `bymax'
tempname V
matrix `V' = r(V)
return matrix V `V'
}
end
prog def MYTEs1, rclass
gettoken bymax 0:0
gettoken D 0:0
gettoken nn 0:0
gettoken na 0:0
gettoken area 0:0
gettoken se 0:0
gettoken test 0:0
tempname T
mat `T'=J(1, `bymax',1)
local i 1
while `i'<=`bymax' {
mat `T'[1,`i']=`area'[`i']
local i=`i'+ 1
}
tempname S10 S01 S
mat `S10'=J(`bymax',`bymax',0)
mat `S01'=J(`bymax',`bymax',0)
mat `S'=J(`bymax',`bymax',0)
local r 1
while `r'<=`bymax' {
mat `S'[`r',`r'] = (`se'[`r'])^2
local r=`r'+1
}
tempname Cont L V R x2 iV
mat `L'=`test'
mat `Cont'=`T'*`L''
mat `V'=`L'*`S'*`L''
mat `iV'=syminv(`V')
local df=colsof(`V')-diag0cnt(`iV')
mat `R'=`Cont'*`iV'*`Cont''
scalar `x2'=`R'[1,1]
di in gr " chi2(" in ye `df' in gr ") = " in ye %8.2f `x2' /*
*/ in gr " Prob>chi2 = " in ye %8.4f chiprob(`df',`x2')
return local chi2=`x2'
return local df=`df'
return local p = chiprob(`df',`x2')
return matrix V `S'
end
prog define BITest, sclass
gettoken bymax 0:0
gettoken D 0:0
gettoken nn 0:0
gettoken na 0:0
gettoken test 0:0
tempname sS B
mat `sS' = J(`bymax',`bymax',0)
mat `B' = J(1,`bymax',0)
local i 1
while `i'<=`bymax' {
tempname B`i' S`i' sS`i'
mat `B`i''= B`i'[1, 1..`bymax']
mat `S`i''= V`i'[1..`bymax', 1..`bymax']
mat `sS'= `sS' + syminv(`S`i'')
mat `B' = `B' + `B`i''*syminv(`S`i'')
local i=`i'+1
}
tempname AoBo
mat `AoBo' = `B'* syminv(`sS')
tempname X2
mat `X2' = J(1,1,0)
local i 1
while `i'<=`bymax' {
tempname X2`i'
mat `X2`i''= (`B`i''-`AoBo')*syminv(`S`i'')*(`B`i'''-`AoBo'')
mat `X2'= `X2' + `X2`i''
local i=`i'+1
}
tempname x2
scalar `x2'=`X2'[1,1]
local df=2*(`bymax'-1)
di in gr " chi2(" in ye `df' in gr ") = " in ye %8.2f `x2' /*
*/ in gr " Prob>chi2 = " in ye %8.4f chiprob(`df',`x2')
sreturn local chi2=`x2'
sreturn local df=`df'
sreturn local p = chiprob(`df',`x2')
end
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