fake (version 1.4.0)

Concordance: Concordance statistic

Description

Computes the concordance statistic given observed binary outcomes and predicted probabilities of event. In logistic regression, the concordance statistic is equal to the area under the Receiver Operating Characteristic (ROC) curve and estimates the probability that an individual who experienced the event (\(Y_i=1\)) had a higher probability of event than an individual who did not experience the event (\(Y_i=0\)).

Usage

Concordance(observed, predicted)

Value

The concordance statistic.

Arguments

observed

vector of binary outcomes.

predicted

vector of predicted probabilities.

See Also

Other goodness of fit functions: ROC()

Examples

# Data simulation
set.seed(1)
proba <- runif(n = 200)
ydata <- rbinom(n = length(proba), size = 1, prob = proba)

# Observed concordance in simulated data
Concordance(observed = ydata, predicted = proba)