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Modeling and Multivariate Methods - SAS

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Chapter 25 Comparing Model Performance 637<br />

Additional Example of Model Comparison<br />

Figure 25.9 AUC Comparison for Medium<br />

The report shows results for a hypothesis test for the difference between the AUC values (area under the<br />

ROC curve). Examining the results, you see there is no statistical difference between the values for any level<br />

of Type.<br />

You conclude that there is no large difference between the predictive abilities of the two models for the<br />

following reasons:<br />

• The R Square values <strong>and</strong> the ROC curves are similar.<br />

• There is no statistically significant difference between AUC values.

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