[R] binary response: from p_hat to 0, 1
noclue_
tim.liu at netzero.net
Mon Mar 15 23:09:47 CET 2010
I am using PROC LOGISTIC to model binary outcomes.
I have observed Y (1 or 0) from original data.
I also have got predicted probability for each observation (i.e. predicted
probability of event Y=1) from PROC LOGISTIC. Let us call it - p_hat.
for example, I would have two columns -
Y p_hat
1 0.6
0 0.3
1 0.45
...
I would like to build a 2X2 classification table -
Y =1, Y =0 vs. Y_hat=1, Y_hat =0
to evaluate my classification accuracy.
The challenge is - how to derive Y_hat from p_hat? what threshold shall I
use to say --
if p_hat > .. then Y_hat = 1
else Y_hat = 0
-------------------------------
Besides, do I have to come up with thresholds/cutting points also for KNN,
Neural Net,
RandomForest and rpart prediction?
Thanks.
--
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