[R] How to validate model?

2008-10-07 Thread Maithili Shiva
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

Re: [R] How to validate model?

2008-10-07 Thread Frank E Harrell Jr
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

Re: [R] How to validate model?

2008-10-07 Thread Pedro.Rodriguez
. 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

Re: [R] How to validate model?

2008-10-07 Thread Frank E Harrell Jr
[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

Re: [R] How to validate model?

2008-10-07 Thread Ajay ohri
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

Re: [R] How to validate model?

2008-10-07 Thread Frank E Harrell Jr
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

Re: [R] How to validate model?

2008-10-07 Thread Pedro.Rodriguez
, 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

Re: [R] How to validate model?

2008-10-07 Thread Frank E Harrell Jr
-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