[R] Fw: Logistic regresion - Interpreting (SENS) and (SPEC)

[John Sorkin]

Jumping into a thread can be like jumping into a den of lions but here goes . . .
Sensitivity and specificity are not designed to determine the quality of a fit (i.e. if your model is good), but rather are characteristics of a test. A test that has high sensitivity will properly identify a large portion of people with a disease (or a characteristic) of interest. A test with high specificity will properly identify large proportion of people without a disease (or characteristic) of interest. Sensitivity and specificity inform the end user about the "quality" of a test. Other metrics have been designed to determine the quality of the fit, none that I know of are completely satisfactory. The pseudo R squared is one such measure. 

For a given diagnostic test (or classification scheme), different cut-off points for identifying subject who have disease can be examined to see how they influence sensitivity and 1-specificity using ROC curves.  

I await the flames that will surely come my way

John




John David Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)

>>> Frank E Harrell Jr <f.harrell at vanderbilt.edu> 10/13/2008 12:27 PM >>>
Maithili Shiva wrote:
> Dear Mr Peter Dalgaard and Mr Dieter Menne,
> 
> I sincerely thank you for helping me out with my problem. The thing is taht I already have calculated SENS = Gg / (Gg + Bg) = 89.97%
> and SPEC = Bb / (Bb + Gb) = 74.38%.
> 
> Now I have values of SENS and SPEC, which are absolute in nature. My question was how do I interpret these absolue values. How does these values help me to find out wheher my model is good.
> 
> With regards
> 
> Ms Maithili Shiva

I can't understand why you are interested in probabilities that are in 
backwards time order.

Frank

> 
> ________________________________________________________________________
> 
> 
> 
> 
> 
> 
>> Subject: [R] Logistic regresion - Interpreting (SENS) and (SPEC)
>> To: r-help at r-project.org 
>> Date: Friday, October 10, 2008, 5:54 AM
>> Hi
>>
>> Hi I am working on credit scoring model using logistic
>> regression. 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).
>>
>> My prolem is how to interpret these results? What I have
>> arrived at are the absolute figures.
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help 
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html 
>> and provide commented, minimal, self-contained,
>> reproducible code.
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help 
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html 
> and provide commented, minimal, self-contained, reproducible code.
> 


-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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