Mehul Makwana
2012-Sep-30 15:22 UTC
[R] Strategy for building a robust rare event logistic model - Questions.
Hello, I am reaching out for a problem I have seem to hit wall on. I am trying to build a rare event model:- Default event occurred in NY/NJ area. Some key statistics: 138 default aka 4bp (.04%). Obviously my logistic and robust logistic models are failing Hosmer GOF tests and so I am thinking about bootstrapping data. I found a great read on R-help, but I was wondering if someone can help me with a more practical direction before I head into a road I have traveled less. https://stat.ethz.ch/pipermail/r-help/2008-July/168623.html Any feedback on strategy would be really. Mehul Above all else, never think you're not good enough. - Anthony Trollope, 1815 - 1882 [[alternative HTML version deleted]]
Bert Gunter
2012-Sep-30 20:10 UTC
[R] Strategy for building a robust rare event logistic model - Questions.
As this does not appear to be an R question. I suggest you post on a statistics list, like stats.stackexchange.com instead. -- Bert On Sun, Sep 30, 2012 at 8:22 AM, Mehul Makwana <makwana79 at yahoo.com> wrote:> Hello, > > I am reaching out for a problem I have seem to hit wall on. I am trying to build a rare event model:- Default event occurred in NY/NJ area. > > Some key statistics: 138 default aka 4bp (.04%). > > Obviously my logistic and robust logistic models are failing Hosmer GOF tests and so I am thinking about bootstrapping data. I found a great read on R-help, but I was wondering if someone can help me with a more practical direction before I head into a road I have traveled less. > > https://stat.ethz.ch/pipermail/r-help/2008-July/168623.html > > > > Any feedback on strategy would be really. > > Mehul > > Above all else, never think you're not good enough. - Anthony Trollope, 1815 - 1882 > [[alternative HTML version deleted]] > > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm