Maithili Shiva wrote:
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
I can't understand why you are interested in probabilities that are in
backwards time order.
Frank
________________________________________________________________________
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.
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PLEASE do read the posting guide
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and provide commented, minimal, self-contained,
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______________________________________________
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.
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
______________________________________________
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.
