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I have been working with perfect separation in logistic regression, and I have been assessing models with the AUC statistic. I was wondering what affecteffect perfect separation has on the AUC. My own understanding is that perfect separation via inflated coefficients will reduce the AUC because it results in a lowering of the True Positive Rate, whilst the False Positive rate remains unaffected, but I might have misunderstood something. Can anyone explain the relation between the two?

I have been working with perfect separation in logistic regression, and I have been assessing models with the AUC statistic. I was wondering what affect perfect separation has on the AUC. My own understanding is that perfect separation via inflated coefficients will reduce the AUC because it results in a lowering of the True Positive Rate, whilst the False Positive rate remains unaffected, but I might have misunderstood something. Can anyone explain the relation between the two?

I have been working with perfect separation in logistic regression, and I have been assessing models with the AUC statistic. I was wondering what effect perfect separation has on the AUC. My own understanding is that perfect separation via inflated coefficients will reduce the AUC because it results in a lowering of the True Positive Rate, whilst the False Positive rate remains unaffected, but I might have misunderstood something. Can anyone explain the relation between the two?

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pd441
pd441
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What affect How does perfect separation in logistic regression have onaffect the AUC?

Source Link
pd441
pd441
  • 448
  • 2
  • 5
  • 14

What affect does perfect separation in logistic regression have on the AUC?

I have been working with perfect separation in logistic regression, and I have been assessing models with the AUC statistic. I was wondering what affect perfect separation has on the AUC. My own understanding is that perfect separation via inflated coefficients will reduce the AUC because it results in a lowering of the True Positive Rate, whilst the False Positive rate remains unaffected, but I might have misunderstood something. Can anyone explain the relation between the two?