[R] Interpreting the example given by Frank Harrell in the predict.lrm {Design} help
Frank Harrell
f.harrell at vanderbilt.edu
Fri Oct 1 13:14:05 CEST 2010
John,
Don't conclude that one category is the most probable when its probability
of being equaled or exceeded is a maximum. The first category would always
be the winner if that were the case.
When you say y=best remember that you are dealing with a probability model.
Nothing is forcing you to classify an observation, and unless the category's
probability is high, this may be dangerous. You might do well to consider a
more smooth approach such as using the generalized roc area (C-index) or its
related rank correlation measure Dxy. Also there are odds ratios.
Frank
-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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