Linked Questions

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111 views

Cutoff Value in Logistic Regression [duplicate]

In R, the logistic regression output gives you predicted probabilities. Is there away of determining the threshold value $\alpha$, such that any $p > \alpha$ is classified as a $1$ and and $p \leq \...
11
votes
1answer
15k views

How to choose the cutoff probability for a rare event Logistic Regression

I have 100,000 observations (9 dummy indicator variables) with 1000 positives. Logistic Regression should work fine in this case but the cutoff probability puzzles me. In common literature, we ...
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vote
1answer
2k views

precision recall breakeven point

There are two popular measures that aggregate $Precision$ and $Recall$, there are $F1$ and $\text{Precision Recall Breakeven point}$. $F1$ can be calculated easily by formula, but how to calculate $\...
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2answers
3k views

Calculating misclassification rate for k-fold cross validation (logistic regression)

I am trying to manually write code to perform a k-fold cross validation for a logistic regression model for the first time. Unfortunately I am getting stuck trying to implement the following formula ...
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2answers
2k views

AUC vs accuracy for model accuracy evaluation [duplicate]

In R I tried to measure the accuracy by performing a classification analysis using logistic regression analysis. I found that there are two ways to measure accuracy. One is AUC measurement using ROC ...
3
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0answers
2k views

logistic regression with an imbalanced data set, picking threshold cut point [duplicate]

This question relates to whether it is a good starting point for a cut point in binary classification with logistic regression to the use the mean of the binary response variable as the initial cut ...
4
votes
1answer
1k views

How to compare the results of a leave-one-out strategy?

I tried to reproduce the experiments described in this paper and wanted to compare the output of my system with the one described in the article. I am looking for a statistical comparison of the ...
3
votes
3answers
570 views

Cut-off probability for multi-class problem

I would like to know whether there is a cut-off probability of outcome when classifying observations into more than 2 classes. For instance, the threshold in binary logistic regression is usually 0.5,...
1
vote
2answers
376 views

Logistic Regression: the logic of testing for all threshold probabilities in an ROC Plot?

In Logistic Regression, what's the logic of testing for all threshold probabilities in an ROC Plot? I thought that in logistic regression, we're concerned with the 0.5 probability threshold, and if ...
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0answers
315 views

Predicted probability from logistic regression higher than actual distribution

I am running logistic models with data where I typically have proportions for the dependent variable that looks like the following: ...
1
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0answers
66 views

How can I determine the classification of my logit model without a cutoff point?

My logit model produces predicted probabilities which range from 0.003 to 0.49. My dependent variable is default, which is 1 if the loan has defaulted and 0 otherwise. This is probably why the ...
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0answers
35 views

My intercept is negative for a logit prob regression and I can't interpret

This is my first time building a model outside of school. I cleaned the data and ran Cohen's Kappa and cutoffs/ROC as well as did random forest. The accuracy of predicting the 1 outcome is about 37% ...