I have a question of choosing the threshold of an imbalanced data. In my data set, there are 90% of the data belongs to class 0 in the dependent variable, and only 10% belongs to class 1.
If I fit a single variable logistic regression, the estimated probability doesn't reach 1 at all. (not a S-curve but just a slightly curved line at the bottom)
If I fit a multiple logistic regression, and I want to achieve 0.8 sensitivity, the threshold has to be as low as 0.05. I don't think this threshold is reasonable. Is it because my data is imbalanced?