PROC HPLOGISTIC is run for a binary fraud classification. The output shows concordance = 0.83, discordance = 0.14, and ties = 0.03. How is the c-statistic (AUC) computed from these values?
Select an answer to reveal the explanation.
Short Explanation and Infographic
Here's the deal — b is correct because the c-statistic (Harrell's C or AUC) from concordance statistics is computed as: c = concordance + 0.5 * ties = 0.83 + 0.5(0.03) = 0.845. Tied pairs are split equally between concordant and discordant, hence the 0.5 multiplier.
Full explanation below image
Full Explanation
B is correct because the c-statistic (Harrell's C or AUC) from concordance statistics is computed as: c = concordance + 0.5 * ties = 0.83 + 0.5(0.03) = 0.845. Tied pairs are split equally between concordant and discordant, hence the 0.5 multiplier. A is wrong; ties are included in the c-statistic. C describes Somers' D (Gini coefficient). D (concordance - discordance) is also a form of Somers' D.