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From |
Fred Wolfe <fwolfe@arthritis-research.org> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Logit and percentage of correct classification |

Date |
Fri, 03 Sep 2004 05:07:05 -0500 |

In addition to Ronan's important point, another point that might be made is that model performance as assessed by simple logistic regression is overly optimistic. Running the model with 10-fold cross validation (as may be obtained in CART or by programming in Stata) is often illuminating as to the truer predictive ability of models.

Fred Wolfe

At 04:48 AM 9/3/2004, you wrote:

Herve STOLOWY wrote: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.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)?

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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Fred Wolfe National Data Bank for Rheumatic Diseases Wichita, Kansas Tel (316) 263-2125 Fax (316) 263-0761 fwolfe@arthritis-research.org * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Logit and percentage of correct classification***From:*"Herve STOLOWY" <stolowy@hec.fr>

**Re: st: Logit and percentage of correct classification***From:*Ronán Conroy <rconroy@rcsi.ie>

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