To install this package, in a Stata session type
.net from http://labs.fhcrc.org/pepe/stata/
You will be prompted with a list of packages you could net describe. Click on predictiveness. This will currently install a single predcurve command. A program description is available by using the help facility, e.g., help predcurve opens a window that explains the syntax and options for the predcurve command.
Briefly, predcurve uses the risk distribution associated with a marker or model to evaluate marker utility when applied to the population. The classification performance is optionally included in an integrated display of predictiveness and classification measures.
To update the predictiveness package at a later time, in Stata type:
.adoupdate predictiveness, update