Nonparametric tests of the location shift between the two distributions of predicted event probabilities can be performed using PROC NPAR1WAY. The Kolmogorov-Smirnov (KS) test is sometimes proposed to test for differences in the two distribution functions and thereby test if the logistic model separates (discriminates between) the two responses. This test is provided by the EDF option. However, the KS test rejects equality of the two distributions for any difference such as a shape difference, not just a shift in location which is of primary interest. Since the Wilcoxon test concentrates its power on detecting location shift it may be more suitable. The WILCOXON option provides this test. Note that the area under the ROC curve is related to the Wilcoxon statistic.
proc npar1way data=out wilcoxon edf;
class low;
var p;
run;
Both tests detect a significant difference in the two distributions. The plot of the empirical distribution functions provides another visual comparison of the two distributions, but the comparative histogram is better at showing the shift in location.找到一个比较好的例子:
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