[R] logistic regression model with non-integer weights

Ramón Casero Cañas 8-T at gmx.net
Sun Apr 16 22:47:59 CEST 2006

Frank E Harrell Jr wrote:
> This makes me think you are trying to go against maximum likelihood to
> optimize an improper criterion.  Forcing a single cutpoint to be chosen
> seems to be at the heart of your problem.  There's nothing wrong with
> using probabilities and letting the utility possessor make the final
> decision.

I agree, and in fact I was thinking along those lines, but I also needed
a way of evaluating how good is the model to discriminate between
abnormal and normal cases, as opposed to e.g. GOF. The only way I know
of is using area under ROC (thus setting cut-off points), which also
followed neatly from Michael Dewey comments. Any alternatives would be
welcome :)

Ramón Casero Cañas


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