Re: [R] Logistic regression model + precision/recall

From: nitin jindal <nitin.jindal_at_gmail.com>
Date: Wed 24 Jan 2007 - 14:43:10 GMT

On 1/24/07, Frank E Harrell Jr <f.harrell@vanderbilt.edu> wrote:

> Why 0.5?

The probability has to adjusted based on some hit and trials. I just mentioned it as an example

>
> Those are improper scoring rules that can be tricked. If the outcome is
> rare (say 0.02 incidence) you could just predict that no one will have
> the outcome and be correct 0.98 of the time. I suggest validating the
> model for discrimination (e.g., AUC) and calibration.

I just have to calculate precision/recall for rare outcome. If the positive outcome is rare ( say 0.02 incidence) and I predict it to be negative all the time, my recall would be 0, which is bad. So, precision and recall can take care of skewed data.

Frank
>

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