Linked Questions

5 votes
1 answer
241 views

Risk score uncertainty quantification

I am working on various risk score estimation problems. I assume individual subjects are associated with a true risk $$ r_i = f(x_i, \varepsilon)$$ where $x_i$ is some available information about the ...
1 vote
0 answers
130 views

Estimating Prediction Intervals for Class Probabilities in Random Forests

I have found multiple questions here (e.g. this) and great academic papers (e.g. this and this) about calculating prediction intervals for Random Forest and other techniques applied to regression ...
2 votes
0 answers
55 views

How do I calculate confidence level or interval?

I have this data for exam grades in English Literature: 2019: the numbers achieving (A*, A, B, C, D, E) are (1, 5, 4, 7, 2, 0, 0) 2018: the numbers achieving (A*, A, B, C, D, E) are (2, 4, 3, 7, 0, 1, ...
8 votes
1 answer
1k views

Prediction intervals for the outcome of a logistic regression with binomial response

Suppose we have a logistic regression model: $$\begin{align} P(y=1\vert\mathbf{x}) &= p \\ \log\left(\frac{p}{1-p}\right) &= \boldsymbol{\beta}\mathbf{x} \end{align}$$ Given a random sample $...
5 votes
1 answer
91 views

Understanding importance of regression coefficient standard errors in prediction

When being used for prediction on new individuals, I'm having some difficulty in understanding whether the standard error of coefficients in logistic or Cox proportional hazards regression models are ...
3 votes
0 answers
1k views

Calculating confidence intervals for ordinal logistic regression predictions

I'm looking to plot the predicted probabilities for an ordinal logistic regression for a 3-level factor with confidence bands around the prediction lines. I'm struggling with the proper way to ...
4 votes
1 answer
1k views

Prediction interval for sum of observations from logistic regression

It is possible make prediction intervals for $Y\mid X=x$ where $X \sim \operatorname{Binom}(n,p)$ and $Y \sim \operatorname{Binom}(m,p)$ as answered in my previous question . Now I wish to make a ...
7 votes
0 answers
506 views

Is it possible to get a prediction interval for logistic regression via a latent variable?

carbocation asked how to compute prediction intervals for logistic regression. The answer was that prediction intervals don't make sense for logistic regression because the response variable only ...
9 votes
2 answers
2k views

Does it make sense to generate prediction intervals for the estimates of a logistic regression?

Say I have a binary outcome of 0 or 1 and suppose I were to use logistic regression model to estimate the probability a new sample will have an outcome of 1. I have read answers (for example here: ...
8 votes
1 answer
5k views

Contribution of each covariate to a single prediction in a logistic regression model

Say, for example, that we have a logistic regression model which outputs the probability that a patient will develop a particular disease based on many covariates. We can get an idea of the ...