search for: unbalaced

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2011 Apr 26
1
logistic regression: wls and unbalanced samples
...e (w0=1, w1=14.29); e 3) after modelling, adjust the intercept in order to reflect the expected % of 1?s in the population (e.g., circa 7%, as opposed to 50%). I have identified references that deal with the last point, but no conclusive article or book dealing with this specific use of weights in unbalaced samples. The area under the ROC is about 0.70, and the estimated probabilities are close to the frequencies of 1?s in different ranges, which looks satisfactory. Hosmer & Lemeshow?s test is not significant, as expected. Can someone comment on the adopted strategy, or suggest some specific bib...