Model performance analysis and model validation in logistic regression

In this paper a new model validation procedure for a logistic regression model is presented. At first, we illustrate a brief review of different techniques of model validation. Next, we define a number of properties required for a model to be considered "good", and a number of quantitative...

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Bibliographic Details
Main Authors: Rosa Arboretti Giancristofaro, Luigi Salmaso
Format: Article
Language:English
Published: University of Bologna 2007-10-01
Series:Statistica
Online Access:http://rivista-statistica.unibo.it/article/view/358
Description
Summary:In this paper a new model validation procedure for a logistic regression model is presented. At first, we illustrate a brief review of different techniques of model validation. Next, we define a number of properties required for a model to be considered "good", and a number of quantitative performance measures. Lastly, we describe a methodology for the assessment of the performance of a given model by using an example taken from a management study.
ISSN:0390-590X
1973-2201