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Stata Tutorial: Receiver Operating Curves with Multiple Predictors

A colleague recently asked me about a native solution in Stata to create a graph of the ROCs for multiple predictors (e.g., independent variables, covariates, right-hand side variables, etc…).  I thought it might be helpful to provide a post to illustrate how to do this using data from the Strategic Data Project’s College Going Toolkit.


Note: This can take a decent amount of time to execute, but if you’re patient you will get the ROC graph that you are interested in. Using Stata 14 MP8 on a MacBook Pro with a 2.8Ghz i7 Quad Core and 16GB RAM took

Overall total time = 230.850 (sec)

There were also a few other background programs running, but this should give you some general idea about the length of time it would take with a similar system.

Although it is answering a different question, it may be equally – if not more useful – to consider instead estimating the marginal effects of the variable(s) of interest with the added benefit of specifying values of continuous indicators of interest for the individual groups.


Things start to get crowded a bit quickly as the number of marginal effects grows, but there are alternatives to generating similar graphs using subplots (e.g., lattice style plots/graphs).


If you were interested in timing of the script overall, you can use the code below to time your script and get a better idea of how long it would take to execute the code on your system:





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