search for: phat_i

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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...