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st: bagging logistic regression


From   p.devlieger@ondd.be
To   statalist@hsphsun2.harvard.edu
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!

p.
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