[R] Proper / Improper scoring Rules
Donald Catanzaro, PhD
don.catanzaro.ccm at gmail.com
Fri Aug 7 18:02:50 CEST 2009
Hi All,
I am working on some ordinal logistic regresssions using LRM in the
Design package. My response variable has three categories (1,2,3) and
after using the creating my model and using a call to predict some
values and I wanted to use a simple .5 cut-off to classify my
probabilities into the categories.
I had two questions:
a) first, I am having trouble directly accessing the probabilities
which may have more to do with my lack of experience with R
For instance, my calls
>ologit.three.NoPerFor <- lrm(Threshold.Three ~ TECI , data=CLD,
na.action=na.pass)
>CLD$Threshold.Predict.Three.NoPerFor<- predict(ologit.three.NoPerFor,
newdata=CLD, type="fitted.ind")
>CLD$Threshold.Predict.Three.NoPerFor.Cats[CLD$Threshold.Predict.Three.NoPerFor.Threshold.Three=1
> .5] <- 1
Error: unexpected '=' in
"CLD$Threshold.Predict.Three.NoPerFor.Cats[CLD$Threshold.Predict.Three.NoPerFor.Threshold.Three="
>
>
produce an error message and it seems as R does not like the equal sign
at all. So how does one access the probabilities so I can classify them
into the categories of 1,2,3 so I can look at performance of my model ?
b) which leads me to my next question. I thought that simply
calculating the percent correct off of my predictions would be
sufficient to look at performance but since my question is very much in
line with this thread
http://tolstoy.newcastle.edu.au/R/e4/help/08/04/8987.html I am not so
sure anymore. I am afraid I did not understand Frank Harrell's last
suggestion regarding improper scoring rule - can someone point me to
some internet resources that I might be able to review to see why my
approach would not be valid ?
--
-Don
Don Catanzaro, PhD
Landscape Ecologist
dgcatanzaro at gmail.com
16144 Sigmond Lane
Lowell, AR 72745
479-751-3616
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