%let mu1=3; %let mu2=4; 
%let cut=4; 
Data ROC; 
 do L = 0 to 10 by .02;  
 FX = exp(-0.5*(L-&mu1)**2)/sqrt(2*3.14159); 
 FY = exp(-0.5*(L-&mu2)**2)/sqrt(2*3.14159);  
 ROC_X = probnorm(L-&mu1); ** proportion of 1s to your left; 
 ROC_Y = probnorm(L-&mu2); ** proportion of 0s to your left; 
 ref=.; If round(L-&cut,.01)=0 then ref=ROC_X; 
 output; end; 
 proc print; 
 goptions reset=all; 
 proc gplot; plot (FX FY)*L/overlay href=&cut; 
   Title "Probability of 1 versus (say) Logit"; 
   Title2 c=blue h=1.5 "Blue curve: Logits of the 1s";
   Title3 c=red   h=1.5 "  Red curve: Logits of the 0s";
   symbol1 v=none i=join w=2; run; 
 PROC GPLOt; plot (ROC_X ref)*ROC_Y/overlay; 
 title "ROC curve"; 
 symbol1 v=none i=join w=3 c=black; 
 symbol2 v=dot i=none h=2 c=red; 
 run;