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gopalan
2009 Jul 17
2
Getting the C-index for a dataset that was not used to generate the logistic model
...s own home" (dichotomous)
The training data is
*trainingData[1,] = c(0,12,0)*
*...*
etc
and the validation data is
*validationData[1,] = c(1,35,1)*
*...*
etc
I use Prof. Harrell's excellent Design modules to perform a logistic
regression on the training data like so:
*logit.lrm <- lrm(gotALoan ~ hourlyIncome+ownsHome, data=trainingData)*
*lrm(formula = logit.lrm)$stats[6]*
(output is C 0.8739827 - i.e., just the C-index)
**
I really like the ability to extract the C-index (or ROC AUC), because this
is a factor that I find very helpful in comparing various models. However, I
don't rea...