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
Maithili Shiva wrote:
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
.
Frank
-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
[mailto:[EMAIL PROTECTED]
Sent: Tuesday, October 07, 2008 11:02 AM
To: Rodriguez, Pedro
Cc: [EMAIL PROTECTED]; r-help@r-project.org
Subject: Re: [R] How to validate model?
[EMAIL PROTECTED] wrote:
Usually one validates scorecards with the ROC curve, Pietra Index, KS
test, etc. You may be interested
Subject: Re: [R] How to validate model?
[EMAIL PROTECTED] wrote:
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
No, the validation should be done using an absolute reliability
mailto:r-help@r-project.org
Subject: Re: [R] How to validate model?
[EMAIL PROTECTED] mailto:[EMAIL PROTECTED]
wrote:
Usually one validates scorecards with the ROC curve, Pietra
Index, KS
test, etc. You may be interested in the WP 14 from
,
Vol. 45, No. 2, (November 2001), pp. 171-186.
Regards,
Pedro
-Original Message-
From: Ajay ohri [mailto:[EMAIL PROTECTED]
Sent: Tue 10/7/2008 6:46 PM
To: Frank E Harrell Jr
Cc: Rodriguez, Pedro; r-help@r-project.org
Subject: Re: [R] How to validate model?
the purpose of validating
-project.org mailto:r-help@r-project.org
Subject: Re: [R] How to validate model?
[EMAIL PROTECTED]
mailto:[EMAIL PROTECTED]
mailto:[EMAIL PROTECTED]
mailto:[EMAIL PROTECTED]
wrote:
Usually one validates
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