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q_cond
2009 Oct 09
0
Help producing plot for assessing forecasting accuracy
...n 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 for any guidance you can offer, and I'm sorry if
I've overlooked some really simple solution; I'm fair...