Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: bagging logistic regression

Subject   st: bagging logistic regression
Date   Tue, 23 Aug 2011 17:28:51 +0200

I am working on a scoring model using a logistic regression. Since my 
sample is very imbalanced (+/-2000 negatives vs. +/-150 positives), I was 
thinking of bagging/bootstrapping the coefficients. 

However, I don't know how to make sure the resampling procedures selects 
balanced sets (with the same amount of defaulters and non-defaulters). I 
would think this is necessary to minimize type 1/2 errors.

Any comments or help on this?

Thank you very much in advance!

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index