Hi Maithili, There are two good papers that illustrate how to compare classifiers using Sensitivity and Specificity and their extensions (e.g., likelihood ratios, young index, KL distance, etc).
See: 1) Biggerstaff, Brad, 2000, "Comparing diagnostic tests: a simple graphic using likelihood ratios," Statistics in Medicine, 19:649-663. 2) Lee, Wen-Chung, 1999, "Selecting diagnostic tests for ruling out or ruling in disease: the use of the Kllback-Leibler distance," International Epidemiological Association, 28:521-525. Please let me know if have problems finding the aforementioned papers. Kind Regards, Pedro -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Maithili Shiva Sent: Monday, October 13, 2008 3:28 AM To: r-help@r-project.org Cc: [EMAIL PROTECTED]; [EMAIL PROTECTED] Subject: [R] Fw: Logistic regresion - Interpreting (SENS) and (SPEC) Dear Mr Peter Dalgaard and Mr Dieter Menne, I sincerely thank you for helping me out with my problem. The thing is taht I already have calculated SENS = Gg / (Gg + Bg) = 89.97% and SPEC = Bb / (Bb + Gb) = 74.38%. Now I have values of SENS and SPEC, which are absolute in nature. My question was how do I interpret these absolue values. How does these values help me to find out wheher my model is good. With regards Ms Maithili Shiva ________________________________________________________________________ > Subject: [R] Logistic regresion - Interpreting (SENS) and (SPEC) > To: r-help@r-project.org > Date: Friday, October 10, 2008, 5:54 AM > Hi > > Hi I am working on credit scoring model using logistic > regression. I havd main sample of 42500 clentes and based on > their status as regards to defaulted / non - defaulted, I > have genereted the probability of default. > > I have a hold out sample of 5000 clients. I have calculated > (1) No of correctly classified goods Gg, (2) No of correcly > classified Bads Bg and also (3) number of wrongly classified > bads (Gb) and (4) number of wrongly classified goods (Bg). > > My prolem is how to interpret these results? What I have > arrived at are the absolute figures. > > ______________________________________________ > 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. ______________________________________________ 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.
