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2012 Aug 02
0
Changing the classification threshold for cost function
Dear All I am trying to perform leave-one-out cross validation on a logistic regression model using cv.glm from the boot package in R. As I understand it, the standard cost function: cost<-function(r,pi=0) mean(abs(r-pi)>0.5) Uses a 50% risk threshold to classify cases as positive or negative and calculates the prediction error based on this. I would like to alter this threshold to,