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

From: nitin jindal <nitin.jindal_at_gmail.com>
Date: Wed 24 Jan 2007 - 15:23:12 GMT

On 1/24/07, Frank E Harrell Jr <f.harrell@vanderbilt.edu> wrote:
>
> nitin jindal wrote:
>
> Using a cutoff is not a good idea unless the utility (loss) function is
> discontinuous and is the same for every subject (in the medical field
> utilities are almost never constant). And if you are using the data to
> find the cutoff, this will require bootstrapping to penalize for the
> cutoff not being pre-specified.

Thnx for this info. If I still have to use cutoff, I will do bootstrapping. I dont know any alternative to this to compute precision/recall for logistic regression model.

No, that is not clear. The overall classification error would only be
> 0.02 in that case. It is true though that one of the two conditional
> probabilities would not be good.

I forgot to mention that for my data, overall classification error is non-significant. I am only interested in precision/recall for rare outcome.

nitin

>
> > Frank
>
> --
> Frank E Harrell Jr Professor and Chair School of Medicine
> Department of Biostatistics Vanderbilt University
>

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