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Re: st: Logit and percentage of correct classification


From   Ronán Conroy <rconroy@rcsi.ie>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Logit and percentage of correct classification
Date   Fri, 03 Sep 2004 10:48:17 +0100

Herve STOLOWY wrote:

Dear All:

Is there an easy way to determine the percentage of correct
classification (predicted probabilities) after a logit (or logistic)
regression (equivalent to Predicted/Percentage correct in SPSS)?

You can, using -predict-, generate the predicted probability. You can then decide on an appropriate threshold for a predicted event. The usual one is 0.5, but there are many situations where the consequences of incorrect prediction are quite different for false positive and false negative predictions.

For instance, the current European guidelines for prevention of cardiovascular disease recommend treatment when a person has a 10% chance of a fatal heart attack or stroke. Except, of course, for the British, who use a threshold of 30% risk of fatal or non-fatal heart attack. The cutpoints at which you evaluate your model fit need to be established pragmatically.

You can then assess your model performance using -diagt-, which gives detailed statistics on the pattern of errors in your prediction system.



Ronan M Conroy (rconroy@rcsi.ie)
Senior Lecturer in Biostatistics
Royal College of Surgeons
Dublin 2, Ireland
+353 1 402 2431 (fax 2764)
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