Date:         Thu, 29 Sep 2005 13:00:15 -0700
Reply-To:     David L Cassell <davidlcassell@MSN.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         David L Cassell <davidlcassell@MSN.COM>
Subject:      Re: Bootstrapping a C statistic
In-Reply-To:  <200509291848.j8TIVLJR001372@malibu.cc.uga.edu>
Content-Type: text/plain; format=flowed

ni14@MAIL.COM wrote:
>Hello all,
>I was reading this topic about Bootstrapping a C statistic from proc
>logistic modeling. My question is, why does one wish to do bootstraping on
>this? I don't see the meaning of this post because I don't know what it is
>we are trying to see here.

The original poster wanted to get a confidence interval for c.  All he or
she had
from the SAS output was a point estimate.

That may be fine for your purposes.  And there may be no need to look at c
in your situation.  This was just a technical question.

But you might want to look at c (or something that tells you  the same
information)
some of the time.  Consider that a point estimate of c = .65 might be good,
or
it might not.  If the confidence interval is (.61, .69) then you have a
fairly good idea
of how your model is doing.  If the confidence interval is (.16,.96) then
you have
to consider that there is so much noise in the data that the estimate of c
is totally
unreliable.  You really don't know whether your model is doing a great job
or a
truly lousy one.  So using a bootstrap to estyimate the confidence interval
is one
way to assess how reliable your assessment statistics are.

HTH,
David
--
David L. Cassell
mathematical statistician
Design Pathways
3115 NW Norwood Pl.
Corvallis OR 97330

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