[R] Logistic Regression - Interpreting SENS (Sensitivity) and SPEC (Specificity)

[Peter Dalgaard]

Dieter Menne wrote:
> Maithili Shiva <maithili_shiva <at> yahoo.com> writes:
> 
>> I havd main sample of 42500 clentes and
>> based on their status as regards to defaulted / non - defaulted, I have
> genereted the probability of default.
>> I have a hold out sample of 5000 clients. I have calculated (1) No of
> correctly classified goods Gg, (2) No of
>> correcly classified Bads Bg and also (3) number of wrongly classified bads
> (Gb) and (4) number of wrongly
>> classified goods (Bg).
> 
> The simple and wrong answer is to use these data directly to compute sensitivity
> (fraction of hits). This measure is useless, but I encounter it often in medical
> publications.
> 
> You can get a more reasonable answer by using cross-validation. Check, for
> example, Frank Harrell's 
> 
> http://biostat.mc.vanderbilt.edu/twiki/pub/Main/RmS/logistic.val.pdf

But if he has a "hold out sample", isn't he already cross-validating?? 
  I wonder if you're answering the right question there. Could he just 
be looking for Sp=Gg/(Gg+Bg), Se=Bb/(Gb+Bb)? (If I got the notation 
right.)

-- 
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