Usually one validates scorecards with the ROC curve, Pietra Index, KS test, etc. You may be interested in the WP 14 from BIS (www.bis.org).
Regards, Pedro -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Maithili Shiva Sent: Tuesday, October 07, 2008 8:22 AM To: r-help@r-project.org Subject: [R] How to validate model? Hi! I am working on scorecard model and I have arrived at the regression equation. I have used logistic regression using R. My question is how do I validate this model? I do have hold out sample of 5000 customers. Please guide me. Problem is I had never used Logistic regression earlier neither I am used to credit scoring models. Thanks in advance Maithili ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
