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yhat_i
2009 Oct 09
0
Help producing plot for assessing forecasting accuracy
...e script required to generate a
chart that would help me assess the forecasting accuracy of a logistic
regression model by plotting the cumulative proportion of observed
events occurring in cases across the range of possible predicted
probabilities. In other words, let:
x = any value on 0-1 scale
phat_i = predicted probability of event Y from logit model for case i
y_i = observed outcome (0/1) for case i
Y_cond = sum(y_i) conditional on phat_i <= x
Y_tot = total number of events observed in sample
What I'm trying to plot is (Y_cond)/(Y_tot) across all values of x. I
would be grateful fo...