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sciborg
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,